Numerix Pricing & Valuation Research & Inisights

Finance Magnates | March 8, 2017 | Jeff Patterson
Finance Magnates's Jeff Patterson reports on the expanded buy-...
Presented at Risk Korea | February 2017
This presentation entitled “FRTB-Market Risk: Portfolio-Specific Impacts”...
James Jockle, Chief Marketing Officer of Numerix

I wouldn’t be surprised if some banks see FRTB as a jigsaw...
To Our Readers:

A belated Happy New Year to our Numerix Blog readers, we raise our glass to you – our...
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...
NUMERIX VANTAGE POINT SERIES
James Jockle, Chief Marketing Officer of Numerix, discusses transformation in banking...
the silicon review | December 2016
While profound changes in business can often present significant challenges,...
We generalize the algorithmic differentiation method proposed by Antonov (2016) from price Greeks to XVA Greeks....
FRTB: The Smoking Gun for Legacy Banking Technology
The Fundamental Review of the Trading Book (FRTB) has exposed...
Key contributors from Risk.net share the results from their inaugural survey on the Basel Committee’s Fundamental...

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