On-Demand Webinar Archive

Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs
Registered investment funds have until...
To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption
Why Attend: This webinar was developed to help...
Estimating Cross-Model Correlations for CCR & XVA
The QuantMinds International event held on December 9, 2021...
Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits
In November 2021, Numerix...
Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets
Risk USA, held from November 8 to November...
Transforming treasury and derivatives management post Covid-19
This webinar, hosted by Risk.net and Numerix,...
XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and Unravelling Complexity...
Advances in Counterparty Credit Risk Modelling in Energy Markets
At the Risk Australia 2021 virtual event, which...
Modelling Energy Curves for XVA
Why Attend?
In this new webinar presentation from Numerix’s SVP of Quantitative...
Next generation technologies and the future of trading
New technologies are transforming how financial...

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