More Market Risk Research & Insights

Presented at Buy-Side Risk Europe | March 2017
This presentation entitled “Portfolio Performance Attribution: Why...
Numerix ON-Demand Webinar 
Utilizing Best Practices in Data Management to Avoid Regulatory Headaches and Market...
Presented at Risk Japan Conference | June 2016
This presentation entitled “Fundamental Review of the Trading Book...

In this video blog, Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final...
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Numerix On-Demand Webinar
The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Now that...
CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy
Since the 2008...
XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability...
With the new year upon us, the buzz surrounding the finalization of the Basel Committee on Banking Supervision’s (...
Can your organization's technology infrastructure support the newly finalized Fundamental Review of Trading Book (...

Pages