Featured Research

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

Numerix On-Demand Webinar

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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 – Jun 24, 2021
Risk.net On-Demand Webinar - Next generation technologies and the future of trading

In this webinar, Numerix and Risk.net panelists examine the future of trading technology, how companies will...

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On-Demand Webinar
SRP Europe Conference 2021: Optimizing Financial Valuations to Improve Investor Experience

During SRP’s 18th annual flagship conference, SRP Europe 2021, thought leaders from across the European market...

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On-Demand Webinar
QuantMinds 2020: Modelling Energy Curves for XVA

This webinar offers insights and commentary across several areas including: Seasonality in volatilities...

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On-Demand Webinar – Apr 7, 2021
Risk.net On-Demand Webinar | Modifying Market Risk Management – A Year After Covid-19

Understand how capital markets participants revised their market risk management practices during the height of...

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On-Demand Webinar – Mar 18, 2021
Adopting a Cloud-Based Risk Management Strategy

In this webinar, held in partnership with Microsoft, you will learn more about the value running real-time pricing...

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On-Demand Webinar – Mar 17, 2021
Webinar On-Demand | Real-Time Risk Management: Uses and Benefits for Risk Managers

Real-Time Risk Management: Uses and Benefits for Risk Managers         The...

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On-Demand Webinar Archive

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...
On-Demand Webinar | Model Risk Management: Quantifying, Monitoring and Mitigating Model Risk
Model risk is an eminently practical issue – yet it is the most misunderstood source of losses, reputational...
On-Demand Webinar | Prudent Valuation: Bridging the Gap Between Pricing & Risk Management
Traditionally, quantitative finance practitioners are divided into two populations: those who seek fair values, i....
On-Demand Solution Seminar | Model Risk & Performance
Regulators at your door? Have Answers to Their Model Risk Requirements at Your Fingertips
Model Validation isn’t...
On-Demand Webinar | Real World Interest Rate Modeling: Translating Economic Assumptions into Risk Premia
Insurance companies employ economic scenarios for a wide variety of applications, including product development,...
On-Demand Numerix User Webinar | Using Microsoft Azure with Numerix Spreadsheets: Supercharge Calculation Speeds and Get Faster Results
Many people in the front or middle offices of financial institutions view Cloud Computing as “something my IT...

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