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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 | 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...
On-Demand Webinar | Primer on Initial Margin and its Impact on Derivatives Markets
Initial Margin (IM) has a long history in the exchange-traded derivative markets, as derivative exchanges have...
On-Demand Webinar | Chartis Research & Numerix Co-Presentation – Best Practices in Model Risk Management
Quantitative models underlie practically all decision-making in the financial markets, underpinning trading, risk...
On-Demand Webinar | Indexed Variable Annuities - Evolving Product Designs in the Annuity Market
With fixed indexed annuity sales hitting record levels, insurers are responding to demand by merging the best...
On-Demand Numerix User Webinar | The New Numerix Customer Support Portal
The New Numerix Customer Support Portal is designed to help Numerix clients as they use our software, explore our...
On-Demand Webinar | The Case for Dynamic Replication of Indexed Annuities
Insurers have traditionally managed the market risk exposure from Index Annuities through static hedging programs...

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