Resources

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 financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion.

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blog

Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics

In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering.

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podcast

AI Regulation and the Finance Industry

In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation.

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podcast

Understanding the Quick Rise and Wide Impact of AI and MLs

In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs.

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podcast

Track these Trends: 2024 Market Insights with Coalition Greenwich

In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking.

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blog

Numerix Podcast: Brand-New Season Now Available

We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology.

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webinar

Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform.

blog

Top Takeaways from the World’s Largest Structured Finance Event

Numerix and PolyPaths recently attended SFVegas 2024, the premier global capital markets conference hosted by the Structured Finance Association (SFA). Today, we’d like to share a few takeaways we gleaned from this educational event.

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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 the risks, opportunities and outlook for the structured credit markets in 2024.

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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 business case for supporting greater adoption of the cloud.

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blog

Exploring 3 Major Challenges of the SOFR Transition

With LIBOR now phased out, the transition to SOFR has not always been smooth sailing, producing many operational, workflow and market-readiness challenges for financial institutions. We share three of the top issues firms are encountering as they navigate SOFR adoption.

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blog

Navigating Real-Time Pricing and Risk of Same-Day Options

Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.

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blog

3 Factors Transforming Mortgage-backed Security (MBS) Investing

Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report.

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blog

These 2023 Themes Will Continue to Dominate in 2024

As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year.

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webinar

FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.

blog

Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions

Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions.

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All Publications

Analyst report

Article

Blog post

Journal issue

Newsletter

Quantitative research

White paper

white paper

Technology and Human Disruptors Impacting the Capital Markets

This paper reveals how certain technology and human trends are transforming the capital market ecosystem.

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article

A Few Insights into Crypto Risk

In this article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.

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white paper

The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region.

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white paper

Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation

This white paper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector

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article

Where are you in your SEC Rule 18f-4 implementation?

Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which has a compliance deadline of August 19, 2022.

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article

Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology

In this article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems.

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white paper

The XVA Challenges Energy Traders Face in a Complicated and Volatile Market

Learn about some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.

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article

Innovation Through Fintech Partnership: Numerix + CubeLogic

Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions.

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white paper

New QuantTech Platforms Paving Way for More Effective Trading Operations

QuantTech is comprised of comprehensive development platforms, rich data management capabilities and streaming real-time analytics for creating, testing and deploying innovative ideas.

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article

Digitalization and New Tech Bring Opportunity and Changing Approaches to Derivatives Markets

In this article Numerix technologist, Linus Yu, joins Heads of Collateral and Liquidity Management, Treasury and Market Risk at some of the world’s leading banks to discuss where they see the path forward for building a more impactful future-state infrastructure for a derivatives business.

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analyst report

Aite-Novarica Report

In new research report Audrey Blater of the Aite-Novarica Group shares key findings from her one-on-one interviews with key stakeholders across the financial services sector to uncover what’s driving cloud migration decisions for trading and risk management functions.
The report analyzes the factors influencing banks when it comes to deciding whether or not to migrate to the cloud and discusses what is needed to bring a pro-cloud shift into the decision-making process. The report also provides views on why on-premise legacy systems may or may not be preferred.

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journal issue

Numerix Journal Vol. 7 No. 1

The Vol 7. No. 1 Issue of the Numerix Journal represents some of Numerix's quantitative research and development achievements lately. Many of these achievements have been implemented as functionalities in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix.

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white paper

New Technology Is Redefining the Success of the Front Office

Numerix Chief Product Officer, Satyam Kancharla, discusses how firms are rethinking trading infrastructures

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white paper

Risk.net: Next-generation technologies and the future of trading

Panel of industry experts share their insights and observations regarding emerging technologies in trading

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white paper

Real-Time Risk Management in Practice: The Experts’ Views

This whitepaper provides an overview of some of the key topics discussed by a group of market experts during a roundtable webinar hosted by CubeLogic in partnership with Numerix and PRMIA. Various applications of risk management in real time were examined, including, among others.

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analyst report

LIBOR Risk Q2 2021

As the deadline to Libor cessation approaches, Liang Wu, executive director of financial engineering and head of cross asset product management at Numerix, presents a series of market themes that warrant closer inspection.

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white paper

The New Rules of Market Risk Management

This paper highlights several of the key viewpoints expressed by the panel and explores some the current dynamics that are impacting approaches to and the complexities of market risk management.

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white paper

The Art of Effective Market Risk Management During a Period of Transformation

White paper | The Art of Effective Market Risk Management During a Period of Transformation

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webinar

The Free Boundary SABR: Natural Extension to Negative Rates

Numerix expert Mark Hadley, FSA,CFA, explores cross-asset risk exposures of emerging GLWB product designs, cross-asset risk-neutral ESG modeling approaches and the importance of “joint calibration” for keeping ESGs market consistent. Register to view On-Demand.

webinar

Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs

webinar

Prudent Valuation: Bridging the Gap Between Pricing & Risk Management

Dr. Marco Bianchetti and Ilja Faerman discuss the new Prudent Valuation regulations, interpret the numerous AVAs and examine their calculations, and discuss best practices in implementing a Prudent Valuation framework. Register to view On-Demand.

webinar

Indexed Variable Annuities - Evolving Product Designs in the Annuity Market

Insurers are merging the best features of FIA and VA products to create a new range of hybrid designs. Alex Marion reviews the new Indexed Variable Annuity, IVA, product designs and discusses best practices for the risk management, hedging and reserving of these products. Register to view On-Demand.

webinar

The Case for Dynamic Replication of Indexed Annuities

Traditionally market risk exposure from Indexed Annuities is managed via static hedging programs. Mark Hadley explores strategies for dynamic hedging, an approach which can offer a more cost effective option in the face of low rates and the competitive landscape. Register to view On-Demand.

webinar

Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More

Numerix expert Dan Li discusses how vanilla derivative valuations have become very complex, and how to deal with this new complexity. Register to view On-Demand.

webinar

Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives

Anna Barbashova discusses best practices in collateral management and delves into the theoretical and practical aspects of CSA discounting. Register to view On-Demand.

webinar

Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent

Dr. Ion Mihai discusses how to build proxy OIS curves from available market information in currencies where the OIS market is not well developed. Register to view On-Demand.

webinar

Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve

Numerix featured speaker Mark Hadley discusses ways derivative market practitioners can enhance the bootstrapping process for the short end of OIS curves, and how these approaches will become more important as rates rise.

Subscribe to our monthly newsletter to get exclusive resources from Numerix.

webinar

A Quantitative Look at FVA - Theory and Implementation

Many practitioners have found developing and implementing an accurate FVA framework challenging both theoretically and practically. Join Numerix on 2/28 for a quantitative discussion with Dr. Alexandre Antonov, SVP, Quantitative Research, as he reviews current FVA theory and outlines a new universal FVA framework. Register to view On-Demand.

webinar

Breaking Black: The Hybrid Nature of Investment Guarantees

webinar

Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice

Numerix webinar Replay discussing Risk Neutral Economic Scenario Generation. Will cover foundations of Risk Neutral Theory, Hybrid Framework and Joint Calibration approaches and Advanced Indicies Generation. Register to view On-Demand.

webinar

Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment

Webinar discussing Funding Value Adjustment (FVA) and its role in derivative valuations, trading, and liquidity management.

Resources

Zero-Day Options: Unique Market Dynamics and Risk Considerations

Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics

AI Regulation and the Finance Industry

Understanding the Quick Rise and Wide Impact of AI and MLs

Track these Trends: 2024 Market Insights with Coalition Greenwich

March Newsletter 2024

Numerix Podcast: Brand-New Season Now Available

Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

Top Takeaways from the World’s Largest Structured Finance Event

Subscribe to our monthly newsletter to get exclusive resources from Numerix.

Structured Credit: The Outlook for 2024

If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

Exploring 3 Major Challenges of the SOFR Transition

Navigating Real-Time Pricing and Risk of Same-Day Options

January/February Newsletter 2024

3 Factors Transforming Mortgage-backed Security (MBS) Investing

These 2023 Themes Will Continue to Dominate in 2024

FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions

Technology and Human Disruptors Impacting the Capital Markets

A Few Insights into Crypto Risk

The State of XVA Usage in Latin America – A 2022 Update

Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation

Where are you in your SEC Rule 18f-4 implementation?

Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology

The XVA Challenges Energy Traders Face in a Complicated and Volatile Market

Innovation Through Fintech Partnership: Numerix + CubeLogic

New QuantTech Platforms Paving Way for More Effective Trading Operations

Subscribe to our monthly newsletter to get exclusive resources from Numerix.

Digitalization and New Tech Bring Opportunity and Changing Approaches to Derivatives Markets

Aite-Novarica Report

Numerix Journal Vol. 7 No. 1

New Technology Is Redefining the Success of the Front Office

Risk.net: Next-generation technologies and the future of trading

Real-Time Risk Management in Practice: The Experts’ Views

LIBOR Risk Q2 2021

The New Rules of Market Risk Management

The Art of Effective Market Risk Management During a Period of Transformation

The Free Boundary SABR: Natural Extension to Negative Rates

Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs

Prudent Valuation: Bridging the Gap Between Pricing & Risk Management

Indexed Variable Annuities - Evolving Product Designs in the Annuity Market

The Case for Dynamic Replication of Indexed Annuities

Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More

Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives

Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent

Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve

Subscribe to our monthly newsletter to get exclusive resources from Numerix.

A Quantitative Look at FVA - Theory and Implementation

Breaking Black: The Hybrid Nature of Investment Guarantees

Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice

Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment

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