Featured Market Risk Research

Written Blog – Jan 11, 2019
A Strategy for Capital Markets Success in 2019 and Beyond: Embrace These Technologies and Trends

James Jockle, Chief Marketing Officer at Numerix, examines the four technological forces and market priorities...

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Written Blog – Jan 11, 2019
Trends in Fixed Income Dealing for 2019

By James Jockle, Chief Marketing Officer, Numerix Max seems to love his job as a junior bond trader at a...

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Conference Presentation
Fixed Income Investment in Rising Interest Rates

This presentation entitled “ Fixed Income Investment in Rising Interest Rates” was given of Numerix at the Future...

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Analyst Report
Greenwich Associates - The Technology to Succeed in Fixed-Income Trading

In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the...

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Video Blog – Jul 25, 2017
Cryptocurrency: Derivatives trading made possible by LedgerX

In this video blog, James Jockle, Chief Marketing Officer at Numerix sits down with Udi Sela, FX expert and...

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Conference Presentation
Multi Asset Class Portfolio Attribution: Why, When and How

This presentation entitled “Multi Asset Class Portfolio Attribution: Why, When and How” was given by Satyam...

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On-Demand Webinar
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation

PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation Pricing and risk...

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Conference Presentation
From Theory to Implementation

This presentation entitled “From Theory to Implementation” was given by Franck Rossi of Numerix at the 2017 FRTB...

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Conference Presentation
Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts

This presentation entitled “Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts” was...

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More Market Risk Research & Insights

Apr 30, 2017
The Technology Wake-up Call for Hedge Funds & Asset Managers: Top 3 Priorities for Optimal Performance

Martin Toyer, Vice President, Numerix
Three technology priorities institutions need to adopt to achieve optimal...
Apr 26, 2017
On-Demand Webinar | Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso
Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso
During the 2016 US presidential campaign...
Mar 28, 2017
Slide Presentation | Buy-Side Risk Europe 2017 – Portfolio Performance Attribution: Why, When and How
Presented at Buy-Side Risk Europe | March 2017
This presentation entitled “Portfolio Performance Attribution: Why...
Oct 14, 2016
FRTB Market Risk Management: Planning & Executing a Strategic Plan

In this video blog, Numerix CMO James Jockle sits down with Xenomorph CEO, Brian Sentance, to discuss a new...
Jun 17, 2016
On-Demand Webinar | Utilizing Best Practices in Data Management to Avoid Regulatory Headaches and Market Risk Losses
Numerix ON-Demand Webinar 
Utilizing Best Practices in Data Management to Avoid Regulatory Headaches and Market...
Jun 10, 2016
Slide Presentation | Risk Japan 2016 – Fundamental Review of the Trading Book: Market Risk (FRTB-MR)
Presented at Risk Japan Conference | June 2016
This presentation entitled “Fundamental Review of the Trading Book...
May 24, 2016
FRTB Market Risk Capital Fundamentals Explained

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
May 17, 2016
White paper | ‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Apr 29, 2016
On-Demand Webinar | The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
Apr 13, 2016
On-Demand Webinar | CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008...

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