Featured Research

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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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Pricing & Valuation Research & Inisights

Variable Annuities: Reducing Risk
Best's Review | June 2015 | By Angelo John Lewis
Variable Annuities: Reducing Risk
While current VAs have key...
White paper | Bringing Real-time Risk into the Decision-making Process
The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by...
The Introduction of Margin Valuation Adjustment: A Newcomer to the ‘XVA Party’
As the XVA valuation framework continues to evolve, today’s derivative practitioners are facing a new slew of...
Euromoney | Centralised Orders for Asia’s Structured Products
Euromoney | June 2, 2015 | By Rob Hartley
This article discusses the rise of new technologies in APAC to more...
Numerix Journal Vol. 2, No. 1
In the Vol. 2 No. 1 Issue of the Numerix Journal, we propose an approach to dealing with negative rates in the...
Waters Sell-Side Technology | Best Implementation at a Sell-Side Firm (DBS)
Waters Sell-Side Technology | May 2015 | By Victor Anderson
Best Implementation at a Sell-Side Firm
The best...
Numerix Master Class Collection : OTC Derivatives Virtual Education Series
Numerix is proud to present this Master Class Collection of Educational Virtual Seminars
The series is a...
Insurance Risk | As Seen from Another Angle
Insurance Risk | May 2015 | By Clive Davidson
Seen from Another Angle
Liability modeling has traditionally been...
2015 Structured Products Technology Rankings: Numerix ranked #1 Technology Vendor Overall for Fourth Consecutive Year
Structured Products | May 2015 | By Clive Davidson
Numerix Analytics named best in business for multiple pricing...
Insurance Trend Talk: Variable Annuity Product Modelling and Hedging



What happens when historically non-correlated assets quickly move together in the wrong direction all at once?...

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