Featured Counterparty Risk Content

White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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Newsletter Issue – Mar 28, 2024
Thinking Derivatively – March 2024 Newsletter

In this Issue | Cloud technology, Trends in global finance, Hot topics in structured finance

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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Newsletter Issue – Feb 6, 2024
Thinking Derivatively – January/February 2024 Newsletter

In this Issue | 2024 market themes, Structured credit markets, Quantitative trading strategies

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Newsletter Issue – Dec 13, 2023
Thinking Derivatively – December 2023 Newsletter

In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for...

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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White Paper
White paper | Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges

In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.

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Numerix Counterparty RIsk Research & Insights

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...
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...

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