Market Risk

Zero-day options: ticking time bombs or high alpha trades?

In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options.

Exploring 3 Hot Topics in Energy and Commodity Trading

In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair.

06/16/23

Webinar

A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application

Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application.

06/12/23

White paper

For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes

This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.

06/01/23

Webinar

FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations.

05/09/23

White paper

Assessing How Businesses Across the Globe Are Addressing Inflation-Driven Risk Management

Numerix distributed an internal Inflation Risk Management survey. This paper presents the survey's findings and discusses the different ways banks and asset managers globally try to protect against inflation risk.

05/01/23

Webinar

Explaining the Banking Crisis: What Happened, Its Wide Implications and Lessons Learned

A panelist of financial industry experts discuss how the banking crisis unfolded, the impact of inflation, threat of recession, and more.

03/29/23

White paper

Using Emerging Technologies to Improve the Risk Management Function

This white paper shares the technology themes and insights discussed by a keynote panel of risk experts featured at the Risk USA event in October 2022.

01/04/23