Featured Market Risk Research

Written Blog – Jul 20, 2020
The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series

Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed...

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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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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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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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More Market Risk Research & Insights

Jun 5, 2013
On-Demand Webinar | Building a Robust Stress Testing Framework – Best Practices for Designing & Implementing Comprehensive Risk Scenarios
While stress testing is a requirement for banks – prescribed by regulators and then scrutinized by shareholders –...
Apr 3, 2013
FX Derivatives in Emerging Markets

Research and backward glances around the 2008 financial crisis often reference dark points in the derivatives...
Mar 27, 2013
On-Demand Webinar | Stress Testing - Regulatory Nuisance or Indispensable Risk Management Tool?
Annual or semi-annual regulatory stress testing is a fact of life for banks, and because of the complexity and...
Mar 6, 2013
On-Demand Webinar | The Return of FX TARNs: Toxic Derivatives or Useful FX Hedging Tools?
FX TARNs (Target Accrual Redemption Notes) saw a reemergence of activity towards the end of 2012 and the beginning...
Sep 19, 2012
On-Demand Webinar | Double No Touch FX Option Strategies for Low Volatility Markets: A Case Study
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....
Apr 26, 2012
Advanced FX Hedging Strategies (and what NOT to do): A Case Study
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...
Apr 24, 2012
On-Demand Webinar | Advanced FX Hedging Strategies (and what NOT to do): A case study

Since the 2008 crisis, unprecedented levels of market volatility - specifically in the foreign exchange...

Feb 27, 2012
In Search of the Winning Hedging Strategy: A Look at Different FX Hedging Options
With 94% of the world’s Fortune 500 companies actively utilizing derivatives to hedge FX exposures, Udi Sela, Vice...

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