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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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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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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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On-Demand Webinar
NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore Cloud in Action: Examples of Capital Market Apps & How They Were...

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Portfolio Management Using Advanced Market & Credit Simulations
On-Demand Webinar
Portfolio Management Using Advanced Market & Credit Simulations

Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation decisions.

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On-Demand Webinar
Modernizing Risk Management Technology: Has the Game Changed?

How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?

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Derivative insider webinar
On-Demand Webinar
Practical Implementation of a Quantitative Platform for Risk & Valuation Analytics

Derivative Insider Webinar Series: Practical Implementation of a Quantitative Platform for Risk & Valuation...

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On-Demand Webinar
Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine

NUMERIX ON-DEMAND SOLUTION WEBINAR Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine...

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On-Demand Webinar
Build Capital Market Apps Faster with NxCore Cloud

NUMERIX ON-DEMAND SOLUTION WEBINAR Build Capital Market Apps Faster with NxCore Cloud NUMERIX...

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On-Demand Webinar Archive

On-Demand Webinar | Modern Approaches to Volatility Risk Management in Investment Guarantees
Volatility present in the post-crisis environment has led many insurance companies to seek a variety of approaches...
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 | Model Validation For Derivative Pricing: The First Line of Risk Management Defense
Market events have highlighted banks’ expanding use of data-driven, quantitative analysis and financial models,...
On-Demand Webinar | A New Quantitative Approach: Advanced Exposure and CVA for Vanilla and Exotic Instruments
With deadlines for Basel III implementation on the imminent horizon, market practitioners around the globe are...
On-Demand Webinar | Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice
The volatile markets and evolving regulatory climate of recent years, has driven much attention across the...
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...
On-Demand Webinar | Double No Touch FX Option Strategies for Low Volatility Markets: A Case Study
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....
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...
On-Demand Webinar | Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment
While Credit Value Adjustment (CVA) and Debit Value Adjustment (DVA) are relatively well understood by both quants...
On-Demand Webinar | Impact of OIS Discounting
The interest rate derivative markets are undergoing a profound change, evolving from a single-curve pricing...

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