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On-Demand Webinar | Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs

Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation...

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On-Demand Webinar
On-Demand Webinar | To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption

This webinar unveils key findings from one-on-one interviews with key stakeholders across the financial services...

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On-Demand Webinar
On-Demand Webinar | Estimating Cross-Model Correlations for CCR & XVA

In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating...

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On-Demand Webinar
On-Demand Webinar | Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits

In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage...

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On-Demand Webinar
On-Demand Webinar | Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets

Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the...

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On-Demand Webinar – Nov 23, 2021
Risk.net On-Demand Webinar - Transforming Treasury and Derivatives management post Covid-19

This webinar, hosted by Risk.net and Numerix, will examine new strategies to enhance your derivatives business and...

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On-Demand Webinar
Risk.net On-Demand Webinar - XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and...

In this webinar, panel of quantitative researchers and risk practitioners from banks, energy firms, and a software...

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On-Demand Webinar
On-Demand Webinar | Advances in Counterparty Credit Risk Modelling in Energy Markets

In this webinar, Numerix SVP of Quantitative Research, Andrew McClelland Ph.D., looked at what is being done to...

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On-Demand Webinar – Jun 30, 2021
Numerix On-Demand Webinar | Modelling Energy Curves for XVA

Watch Numerix’s SVP of Quantitative Research Andrew McClelland present updates to his latest research, "Modelling...

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On-Demand Webinar Archive

On-Demand Webinar | FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
On-Demand Webinar | Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...
On-Demand Webinar | The Fundamentals of Basel III Bank Capital Regulations
Extensions and revisions of bank capital requirements under Basel III have given rise to increased interest in...
On-Demand Webinar | 7 Common Mistakes to Avoid in Enterprise Analytics Infrastructure: A Blueprint for Building a “Risk 2.0” Approach to Enterprise Risk Analytics
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk...
On-Demand Webinar | A Primer on Contingent Convertibles (CoCos): The New Kid in the Hybrid Bond Neighborhood
Hybrid securities are not new; in fact, some of them, such as convertible bonds, have their origin going back more...
Numerix Master Class Collection : OTC Derivatives Virtual Education Series
Numerix is proud to present this Master Class Collection of Educational Virtual Seminars
The series is a...
On-Demand Webinar | Nested Stochastic Simulations: Bridging Risk & Pricing Models
Nested stochastic simulations – where one stochastic process is affected by other variables that also have...
On-Demand Webinar | Challenges & Opportunities in Dealing with Model Risk: A Panel Discussion with Greenwich Associates & Numerix
The events of 2008 brought to light the complexity that can exist within financial models, and demonstrated why...
On-Demand Webinar | The Free Boundary SABR: Natural Extension to Negative Rates
In the current low interest rate environment, especially in Japan and Europe where some deposit rates are below...
On-Demand Webinar | Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs
Equity-based insurance guarantees such as variable annuities (VAs) and fixed indexed annuities (FIAs) can be very...

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