The Vol 4. No. 1 Issue of the Numerix Journal, focuses on FRTB (the Fundamental Review of the Trading Book). In this issue, we include four Fundamental Review of the Trading Book papers, each exploring a different aspect of FRTB. The papers selected break down the underlying regulatory requirements, explain the implementation challenges, analyze the differences between IMA and SA, and look at the credit valuation adjustment (CVA) and initial margin frameworks.
The Numerix Journal is a periodic publication of research papers, articles, and shorter pieces on quantitative finance and financial software. The goal of the Journal is to serve as a forum for the introduction of new research, modeling methodologies, and presentation of performance and benchmark studies.
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Thinking Derivatively – January 2021 Newsletter
Article | Technology and Innovation Push Growth of Structured Products
Risk.net On-Demand Webinar | LIBOR Telethon: Derivatives, Trading and Liquidity
The Impact of New Alternative Reference Rates on Curve Instruments and Curve Modelling
Crain’s New York Business Names Numerix #5 Best Place to Work in New York City and #2 Best Company...
Thinking Derivatively – December 2020 Newsletter
Numerix Pricing & Risk Solutions Win Several Industry Awards Across Asia-Pacific
Leading Numerix Through the Pandemic: Taking Action that Makes a Difference
Numerix Claims Top Ten Ranking in the Chartis RiskTech 100 2021
Structured Deposits in the Chinese Marketplace
Product Video: Python-Based Content
Product Video: Oneview for Market Risk