Numerix Pricing & Valuation Research & Inisights


Watch the video: Counterparty Risk Takes Center Stage - Insights from Global Derivatives 2013
Risk took center...
Waters Sell-Side Technology | April 2, 2013 | By Timothy Bourgaize Murray
A new Unspanned Stochastic Local...
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...
Regulation, financial accounting standards, and market forces continue to pressure banks to accurately and quickly...
Global Capital | March 14, 2013 | By Editors
Numerix discusses the rise and use of FX TARNs.
Waters Buy-Side Technology | March 12, 2013 | By Timothy Bourgaize Murray
Numerix discusses its new partnership...
Risk.net | March 11, 2013 | By Blake Evans-Pritchard
Satyam Kancharla, CSO discusses the role of collateral in...
FX TARNs (Target Accrual Redemption Notes) saw a reemergence of activity towards the end of 2012 and the beginning...

In this video blog, Numerix experts discuss the historical context and interconnectivity between OIS discounting...
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...

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