Numerix Pricing & Valuation Research & Inisights

Trading, Technology and the Libor Transition
Join Kevin McPartland from Greenwich Associates, along with Philip...
If your institution is captured during one of the final two phases of uncleared margin rules (UMR) for OTC...
Any firm that trades uncleared OTC derivatives knows by now that to be compliant with initial margin (IM) rules...
SOLUTION WEBINAR

Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting

USING...
Presented at the Libor Summit USA | November 2019
This presentation entitled “Dawn of Alternative Reference Rates...
Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape,...





  November 2019 NEWSLETTER




The Key Issues Dominating the XVA Conversation Today
When it comes to XVAs,...
Preparing for the Switch to SOFR Discounting
It’s been reported that both LCH SwapClear and CME Clearing will be...
When it comes to XVAs, there is no shortage of topics to discuss. And the narrative is always evolving. Currently...
Numerix Quantitative Leadership Series: Advances in Tenor Basis Modeling: Boundedness, Specification &...

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