Featured Counterparty Risk Content

White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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Newsletter Issue – Mar 13, 2023
Thinking Derivatively – March 2023 Newsletter

In this Issue | Energy Trading Themes, Numerix Case Study on Enhancing Risk Analytics, Technology Insights

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

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White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

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Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

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Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

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White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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Numerix Counterparty RIsk Research & Insights

On-Demand Webinar | Dissecting the FVA Debate
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
On-Demand Webinar | To Hedge or Not to Hedge, That is the Question: Actively Hedging CVA and DVA
The debate lingers on…As the capital markets converge towards the need to better monitor and manage counterparty...
2012 Structured Products Asia Awards: Technology Innovation
Structured Products | September 2012
Technology Innovation
Numerix announced it was named Technology Innovation...
VIX Modeling for Quants:Pricing the ‘Fear Index’
It is no wonder that the VIX has gained substantial attention from both Wall Street and Main Street during the...
2012 Waters Rankings: Numerix’s dual wins for Best Credit Risk Solution Provider and Best Risk Analytics Provider
Waters Technology | September 2012 
Numerix Advances Cloud Risk Strategy
Numerix announced it was named Best Risk...
On-Demand Webinar | Pricing the “Fear Index:” An Introduction to VIX Modeling for Quants
The Chicago Board Options Exchange (CBOE) Volatility Index – more commonly known as the “VIX” – was first...
“CVA on 10,000 trades=200 million calculations, 80x more calculations than Historical VaR”
Numerix joined partner Sybase on its webinar panel discussion; preparing for pending rules and regulations and the...
Improving Transparency in the US Retail Structured Products Market
Despite certain challenges and changing client expectations, the US retail structured products market is a growing...
2011 Risk Technology Rankings: Numerix tops cross-atured products pricing and CVA risk categories
Risk | December 2011|  By Clive Davidson
The Regulatory Push
Numerix has won first place in the Risk Magazine...
Modeling Wrong Way Risk in CVA for Traders and Risk Managers
With traders and risk managers still facing many challenges and unanswered questions when it comes to Basel III...

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