Markets | Numerix

LIBOR Transition Readiness: The Current Narrative

Results of a Numerix Global Survey on the LIBOR Transition

Risk.net | LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve

This webinar will examine how financial institutions can be forward looking and robustly advancing towards the adoption of new alternative rates in Asia.

08/20/20

Quantitative research

Risk Magazine Cutting Edge Article | A new arbitrage-free parametric volatility surface

In this Cutting Edge research article, published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivites of future trade values.

08/07/20

Blog post

The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series

In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness.

07/20/20

Analyst report

Structured Notes: Transforming Risk into Opportunities

In this article, Risk.net leads a discussion with industry representatives, to capture what the current market environment means for traders, issuers, risk managers and investors operating in structured products.

06/25/20

abstract graphic risk management stress event

Webinar

The LIBOR Transition: A Risk Management Stress Event

Why should the LIBOR transition be viewed as a major risk management stress event.

06/25/20

Webinar

Preparándonos para un mundo sin la tasa Libor

Augusto Carvalho, Director Regional de Preventas de Numerix e Igor González, Director de Operaciones de PiP, brindan una actualización profunda del mercado y progreso de esta transición.

05/27/20

Webinar

Transitioning LIBOR in the Context of COVID-19

As the October 2020 date rapidly approaches for LCH and CME to shift from using OIS to SOFR for discounting of US dollar interest rate derivatives, this panel provides a market update and progress on the LIBOR transition focusing on derivatives market participants.

05/06/20

Webinar

Structured Products: Transforming Risk into Opportunities

This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.

04/17/20

Webinar

The LIBOR Transition: Impact of SOFR Switch on Swaptions

In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward.

04/09/20

Analyst report

LIBOR Risk Q1 2020

In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR.

04/01/20

Webinar

The LIBOR Transition: Fallback Curve Analysis

Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves.

03/12/20

Webinar

Risk.net | LIBOR Countdown: Spotlight on Derivatives

This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.

03/04/20

SOFR letters flying on an abstract financial background

Blog post

The Market Impact of SOFR Discounting: What We Know So Far

Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far

02/19/20

White paper

The Capital Markets 2020: In the Eye of Two Storms

In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets.

02/06/20