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

Modeling Wrong Way Risk in CVA for Quantitative Analysts
As market participants continue to evolve their trading and risk management practices, improving the ability to...
Capturing Stochastic Volatility: Key to Trading Inflation Derivatives
In the past few years, the markets have witnessed a deepening of liquidity in the inflation derivative markets...
“Real-time” Trading and Risk Demands Drive Cloud Innovation for Complex Derivatives
Mounting regulatory compliance pressures, compounded with unprecedented market volatility and counterparty risk...
Advanced Valuation and Risk Modeling for COE- Structured Notes for the Brazilian Market
On August 23rd, Numerix hosted a complimentary webinar where the key takeaway from this webinar was: As the...
Slide Presentation | Efficient analytic price approximation for American Options: Discrete time-dependent parameters
Presented At Modeling High Frequency Data in Finance III Conference at Stevens Institute of Technology
Dr. Yuriy...
Improving Risk Management and Transparency for Structured Products
Partners Microsoft, Numerix and Thomson Reuters teamed up for an engaging panel discussion about how organizations...
Instrument Valuation Management Is a Concern, Says Xenomorph...
Our partner, Xenomorph, last week released an interesting white paper entitled: “Instrument Valuation Management:...
OTC Derivatives Valuation: Adoption of Multiple Pricing Curves
The following blog article was guest written by Kevin Samborn, vice president of valuation and risk management...
Advanced Valuation Methodologies for CLOs
The Exploration of Traditional Methods, Contrasted with Advanced Methodologies Based on Monte-Carlo Methods
With...
What’s Behind the U.S. Structured Products Industry’s $50 Billion Record Year?
Written By Guest Blogger, Keith Styrcula--Chairman, Structured Products Association
By all measures, the...

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