Featured Research

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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White Paper
White paper | Zero-Day Options: Unique Market Dynamics and Risk Considerations

To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of...

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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White Paper
White paper | Structured Credit: The Outlook for 2024

This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed...

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White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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Journal Issue
Numerix Journal Vol. 9, No. 1

The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Numerix Pricing & Valuation Research & Inisights

Quantitative Research In Brief | Negative Rates: The Challenge and the Opportunity
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
DerivSource Podcast: XVA Models
DerivSource | August 3, 2015 | Numerix CSO, Satyam Kancharla  with Julia Schieffer
This podcast delves into the...
On-Demand Webinar | 7 Common Mistakes to Avoid in Enterprise Analytics Infrastructure: A Blueprint for Building a “Risk 2.0” Approach to Enterprise Risk Analytics
As internal stakeholders and regulators of financial institutions continue to demand faster and better risk...
Numerix: ‘Click and Trade’ Platforms Have Huge Growth Potential
Structured Retail Products | July 24, 2015 | By Pablo Conde
In this interview Steven O’Hanlon, Chief Executive of ...
On-Demand Webinar | A Primer on Contingent Convertibles (CoCos): The New Kid in the Hybrid Bond Neighborhood
Hybrid securities are not new; in fact, some of them, such as convertible bonds, have their origin going back more...
IFR: Banks Set to Report KVA
IFR | July 18, 2015 | By David Wigan
This article discusses Capital valuation adjustment (known as KVA) and the...
What Road Are You On? Determining a Path Forward in OIS Discounting
Often in life we hit a point where paths converge, we look back behind us at a dusty beaten trail and forward at a...
Risk.net | Structured Products Desks Join the AAD Revolution
Risk | July 8,  2015 | by Clive davidson
​This article discusses how many dealers in structured products have...
Managing Data Still Biggest Technology Challenge for Asia Banks
Risk.net | June 22, 2015 | By Clive Davidson
Managing Data Still Biggest Technology Challenge for Asia Banks
As...
OIS Discounting Fast Track
Get up to speed quickly on OIS discounting – from foundations to advanced applications
Since the global financial...

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