More Resources & Solutions


At this year's Chartis Research RiskTech 100 2019 award ceremony, Numerix CEO Steve O'Hanlon discusses what has...
Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets...
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular...
Across the capital markets electronic solutions are being embraced to address not only standardized derivatives...
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR...
Pathwise XVA Greeks
Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...

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