Regulatory Research & Insights

Live Webinar
SOFR - Understanding New U.S. LIBOR Alternative

Webinar 12/12, 10am EST

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On-Demand Webinar
MVA: How to Forecast Initial Margin w/ Andy McClelland

Numerix On-Demand Webinar

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On-Demand Webinar
APAC Session - Preparing for a World Without LIBOR

Numerix On-Demand Webinar

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Video Blog – Dec 3, 2018
Numerix CEO Talks Fintech Future | 2019 RiskTech100® Awards

At this year's Chartis Research RiskTech 100 2019 award ceremony, Numerix CEO Steve O'Hanlon discusses what...

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Preparing for a World Without LIBOR: Where Are We Now?
On-Demand Webinar
Preparing for a World Without LIBOR

Numerix On-Demand Webinar

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On-Demand Webinar
On-Demand Webinar | Risk.net and Numerix: Exploring MVA & Initial Margin

MVA: How to forecast initial margin for client trades and dynamic hedges In its latest margin survey, ISDA...

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Analyst Report
Risk.net XVA Special Report 2018

In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the...

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Written Blog – Jun 4, 2018
Putting Quantitative Innovation into Focus for XVAs

By Dr. Andrew McClelland, Director of Quantitative Research, Numerix   Managing xVAs is complex...

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Conference Presentation
AD-on-LSMC for MVA and CVA Greeks: Simplifications and Efficiencies

This presentation entitled “ AD-on-LSMC for MVA and CVA Greeks: Simplifications and Efficiencies” was given by...

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More Resources & Solutions

New Forces Impacting E-Trading of OTC Derivatives
When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular...
Report | SRP Structured Products Platforms Report 2018 - Numerix Profile
Across the capital markets electronic solutions are being embraced to address not only standardized derivatives...
The Top LIBOR Developments You Need to Know
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR...
Pathwise XVA Greeks
Risk Magazine Cutting Edge Article | Pathwise XVA Greeks for Early Exercise Products
Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...
Slide Presentation | NEXT 2017 - Update on SIMM and Margining
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
On-Demand Webinar | The End of LIBOR: Implications and Preparing for 2021
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR ’s coffin as...
Webinar | The End of LIBOR: Implications and Preparing for 2021
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR ’s coffin as...
On-Demand Webinar | The xVA Transformation: Market Perspectives and Best Practices
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
Impact Report | Aite - Risk System Replacement Pitfalls and Lessons Learned: The CRO Perspective
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
Are you ready for FRTB? Five questions to ask yourself
The Fundamental Review of the Trading Book (FRTB) is one of the biggest and most significant market risk...

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