Featured Market Risk Research

Analyst Report
Coalition Greenwich - Modernizing Risk Management Technology: Has the Game Changed?

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

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Portfolio Management Using Advanced Market & Credit Simulations
On-Demand Webinar
Portfolio Management Using Advanced Market & Credit Simulations

Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation decisions.

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On-Demand Webinar
Modernizing Risk Management Technology: Has the Game Changed?

How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?

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White Paper
White paper | Technology and Human Disruptors Impacting the Capital Markets

In this paper learn how certain technology and human trends are transforming the capital market ecosystem

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White Paper
Article | A Few Insights into Crypto Risk

In this new article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.

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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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More Market Risk Research & Insights

OTP Bank CrossAsset/Model Validation Case Study
OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to...
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...
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...
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 –...
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....
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...
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...

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