More Blogs from Numerix

Jan 21, 2015
In our recent discussions on XVA trends we’ve explored the concepts of Trade EVA and best practices for...
Jan 7, 2015
The question at the root of any OTC derivatives’ trading decision process, “Is this trade profitable?,” may at its...
Jan 6, 2015
As derivatives experts have debated XVA pricing and risk adjustments over the past several years, today the...
Jan 1, 2015
As we look forward to 2015, Satyam Kancharla, Chief Strategy Officer & SVP of the Numerix Client Solutions...
Dec 16, 2014

From the left: Erdem Ozgul, Numerix, Andrew Ng, DBS and Steven O'Hanlon, Numerix
In this Risk.net featured video...
Dec 8, 2014

Real-world profiles can substantially deviate from risk-neutral profiles for derivatives and related structures—...
Dec 3, 2014

Bank commodity trading desks have suffered significant losses over the past several years. In addition to new...
Dec 1, 2014

With regulations such as Dodd-Frank and Basel III being rolled out and implemented in different phases, today’s...
Nov 25, 2014
Since July 2013 when the Financial Accounting Standards Board (FASB) issued guidance permitting firms to use the...
Nov 24, 2014

The appetite for more diverse derivative products is growing and firms are seeking to expand into different...

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