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

On-Demand Webinar | Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives
Effective collateral management is becoming increasingly important to derivative practitioners, as more and more...
2013 Risk Technology Rankings: Numerix takes first place for CVA, FVA & DVA Calculation for third consecutive year
Risk | December 2013 | By Max Chambers
Adapt and Comply
Numerix announced that it has won first place in the Risk...
gtnews | Collateral Discounting - Rethinking the Interest Rate Pricing Framework from its Basic Concepts
gt news | APRIL 2012 | By Anna Barbashova, Client Solutions, Numerix
gt news published an article written by...
White Paper | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
On-Demand Webinar | Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent
The G5 currencies (USD, EUR, GBP, JPY and CHF), along with a few others, have well-developed Overnight Index Swap...
Quantitative Research Paper | Funding Value Adjustment for General Financial Instruments: Theory and Practice
Download this Complimentary Numerix Quantitative Research PAPER
In this research paper by the Numerix Quantitative...
White Paper | The Numerix Approach to Funding Value Adjustment for General Financial Instruments
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...
Numerix Introduces New Volatility Framework for CrossAsset
Waters Technology | September 24, 2013 | By Timothy Bourgaize Murray
Numerix unveils the universal local...
Equity Index Annuities: The Benefits of Linking to Volatility Control Indices
Global Capital | September 20, 2013 | By Alex Marion and Mark Hadley of Numerix
Insurers are considering linking...
Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading

Watch the Video: Derivatives Funding Dynamics: FVA & The Hidden Cost of Trading
Risk analytics can be a bit...

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