Featured Market Risk Research

White Paper
White paper | The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...

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White Paper
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful...

This whitepaper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector...

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White Paper
Checklist | Where are you in your SEC Rule 18f-4 implementation?

Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which...

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White Paper
Article | Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in...

In a new article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems.

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White Paper
White paper | The XVA Challenges Energy Traders Face in a Complicated and Volatile Market

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

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On-Demand Webinar
On-Demand Webinar | Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs

Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation...

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White Paper
Article | Innovation Through Fintech Partnership: Numerix + CubeLogic

In a new article, Karl Sees, managing director of financial services at CubeLogic, shares his expert insights and...

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Case Study
CASE STUDY: OCBC Bank, Singapore

OCBC Bank Scales Business and Mitigates Risk with Numerix Oneview

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White Paper
White paper | The New Rules of Market Risk Management

This paper highlights several of the key viewpoints expressed by the panel and explores some the current dynamics...

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More Market Risk Research & Insights

Kerius Finance CrossAsset Risk Case Study
Kerius Finance integrated Numerix CrossAsset into its proprietary platform for risk analysis, customized reporting...
HDFC Bank Market Risk Case Study
Numerix provided HDFC Bank with the only third-party risk management solution flexible and scalable enough to meet...
Top 10 Basel III Priorities in Focus: Aligning Implementation Objectives Across the Banking Enterprise
Numerix identifies a top ten list of priorities that institutions need to be thinking about in terms of Basel III...
On-Demand Webinar | Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs
Equity-based insurance guarantees such as variable annuities (VAs) and fixed indexed annuities (FIAs) can be very...
Rethinking Corporate Hedging Strategies


With corporate hedging considered cheap and easy over the past few years, are today's corporates prepared for...
From the Volcker Rule to FVA’s Impact on Trade Profitability: The Challenges We Face

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
Managing FX Strategy: The Fed Taper, QE3 & Emerging Market Currencies

As the Fed provides clarity over its plans to start slowing QE3, but ultimately decides to hold off on tapering...
Beyond Regulatory Stress Testing: Leveraging A Robust Risk Scenario Framework

Watch the Video: Leveraging a Robust Risk Scenario Framework
In this video blog Denny Yu, VP of Numerix Client...
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 –...
FX Derivatives in Emerging Markets

Research and backward glances around the 2008 financial crisis often reference dark points in the derivatives...

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