More Blogs from Numerix

Nov 5, 2013

According to a recent Bloomberg story by Jim Brunsden titled “Banks Face Risk-Model Clampdown in Basel Trading-...
Oct 22, 2013

To verify that institutions meet soundness requirements that are appropriate for their individual risk profile,...
Oct 15, 2013

Watch the video: Counterparty Credit Exposure Benchmarking: Brute Force vs. American Monte Carlo
In this video...
Oct 15, 2013

As the Fed provides clarity over its plans to start slowing QE3, but ultimately decides to hold off on tapering...
Oct 13, 2013

Watch the Video: Capturing the Dynamics of Stochastic Volatility
Despite the ongoing budget debate in Washington...
Sep 17, 2013

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...
Sep 16, 2013

A recent Risk magazine article titled "Replacement Costs Add to OTC Pricing Upheaval" by Matt Cameron examines...
Aug 6, 2013

While OIS has emerged as the proxy for the risk-free rate and continues to emerge as the new standard for...
Aug 5, 2013

Watch the Video: Cross-Border Derivatives Regulation - A Checklist for Readiness
Udi Sela, Vice President of the...
Jul 17, 2013
By now, we all realize that the volatile markets and ever-evolving regulatory climate is driving much new...

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