Featured Market Risk Research

Analyst Report
Celent Research: Risk Technology for a Digital World

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

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White Paper
White paper | Perspectives 2023: How Financial Institutions Are Continuing to Hedge

In September 2023, we distributed an internal survey to Numerix client-facing professionals to collect information...

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How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management
On-Demand Webinar
How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management

An overview of FRTB-SA and how banks can use it for market risk management, including day-to-day risk monitoring,...

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NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
On-Demand Webinar
On-Demand Solution Webinar | NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

NUMERIX ON-DEMAND SOLUTION WEBINAR NxCore for XVA: An Advanced XVA Engine & Quant Sandbox...

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PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders
On-Demand Webinar
On-Demand Solution Webinar | PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers...

NUMERIX ON-DEMAND SOLUTION WEBINAR PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers &...

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FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
On-Demand Webinar
On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity

NUMERIX ON-DEMAND SOLUTION WEBINAR FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity...

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Webinar Series
On-Demand Webinar
A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application

Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through...

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White Paper
White paper | For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes

This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which...

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FRTB in a Fast-Changing World: Is the Regulation Still Relevant?
On-Demand Webinar
FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

An update on FRTB progress around the world, as well as challenges and quirks of the regulations that...

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More Market Risk Research & Insights

Dealing with Model Risk – Highlights and Perspectives from Greenwich Associates & Numerix Panel Discussion
A recent industry panel discussion led by Numerix Chief Marketing Officer, Jim Jockle, addresses many of the key...
Basel III Implementation: What's Next? Tackling Liquidity, Stress Testing & Fundamental Review of the Trading Book
While many of the objectives — such as tackling capital adequacy, collateral and liquidity challenges — behind...
Swedbank CrossAsset/Model Validation Case Study

Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset...
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 –...

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