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

Basel III Implementation: What's Next? Tackling Liquidity, Stress Testing & Fundamental Review of the Trading Book
While many of the objectives — such as tackling capital adequacy, collateral and liquidity challenges — behind...
On-Demand Webinar | Nested Stochastic Simulations: Bridging Risk & Pricing Models
Nested stochastic simulations – where one stochastic process is affected by other variables that also have...
Equities to drive structured product market in 2015
Structured Products | December 8, 2014 | By Richard Jory
In this Q&A article Numerix CEO, Steve O'Hanlon...
A Quantitative Perspective: The SABR Model & Negative Rates

In this video blog, Dr. Alexandre Antonov, Senior Vice President of Quantitative Research at Numerix, discusses...
Model Risk and the Hunt for Solutions
GARP | March 20, 2015 | By Maureen Nevin Duffy
Steve O'Hanlon, Numerix CEO discusses Numerix's model validation...
KVA: Banks Wrestle With The Cost of Capital
Risk | March 2, 2015 | By Nazneen Sherif
This articles examines the growing acceptance of KVA, capital valuation...
CIO Story | 2015 25 Most Powerful Microsoft Solution Providers
CIO Story | March 2015
Numerix: The Leader in Derivatives Pricing, Valuation and Risk Management
In this CIO Story...
On-Demand Webinar | The Free Boundary SABR: Natural Extension to Negative Rates
In the current low interest rate environment, especially in Japan and Europe where some deposit rates are below...
Top 10 Basel III Priorities in Focus: Aligning Implementation Objectives Across the Banking Enterprise
Numerix identifies a top ten list of priorities that institutions need to be thinking about in terms of Basel III...
FVA Master Class Virtual Seminar
The heated debate around the legitimacy of Funding Value Adjustment (FVA), has simmered and FVA charges from...

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