More Market Risk Research & Insights


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 (...

In this video blog Jim Jockle, CMO of Numerix speaks with Kevin McPartland, Head of Market Structure and...
For much of the world the holiday season is still a few weeks away, but in the United States with Thanksgiving...
RISK EXECUTIVE SERIES

James J. Jockle, Chief Marketing Officer at Numerix, discusses the latest requirements and...

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