Regulatory Research & Insights

Written Blog – Apr 19, 2018
New Forces Impacting E-Trading of OTC Derivatives

In this blog, Numerix Chief Marketing Officer James Jockle interviews Robert Gray, Vice President at Numerix and...

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Analyst Report
SRP Structured Products Platform Report 2018 - Numerix

Numerix talks workflow and automation of structured products.

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Written Blog – Mar 20, 2018
The Top LIBOR Developments You Need to Know

By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix LIBOR...

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Pathwise XVA Greeks
Quantitative Research
Pathwise XVA Greeks for Early-Exercise Products

Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...

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Conference Presentation
Update on SIMM and Margining

This presentation entitled “Update on SIMM and Margining” was given by Hugh Stewart at Chartis Research during...

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Live Webinar
The End of LIBOR: Implications and Preparing for 2021

Webinar 11/16 10am

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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...

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Analyst Report | White Paper
Aite: Risk System Replacement Pitfalls and Lessons Learned

The CRO Perspective Uncovered

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Written Blog – Oct 5, 2017
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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More Resources & Solutions

On-Demand Webinar | MVA: Rationale and Practical Calculations as Margining Rules Tighten
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...
Optimizing for FRTB: The Case for a Cloud-Based Approach

Tough decisions often force us to leave our comfort zones. Almost as often, they’re an impetus for growth. For...
Slide Presentation | Il Congreso Latinoamericano de Riesgos 2017 – Counterparty Risk and The Newest Market Adjustments
Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA...
Risk.net | FRTB to create winners and losers on the buy side
Risk.net | August 18, 2017 | Louie Woodall and Luke Clancy
Andy McClelland, Director of Quant Research contributes...
Risk.net | FRTB: proxy risk factors may trigger model failures
Risk.net | August 10, 2017 | Louie Woodall
Andy McClelland, Director of Quant Research speaks with Risk.net for...
The top three benefits of early FRTB preparedness

Learn how taking a proactive approach to FRTB can bring capital benefits and enable banks to achieve competitive...
Preparing for FRTB – what you need to know
As the deadline to Fundamental Review of the Trading Book (FRTB) approaches, banks must be ready to prove...
Risk Magazine July 2017 Special Report | XVA
The conundrum of XVA is that it seems to have no end game. Over recent years, we have seeing a steady output of...
The FRTB Path to Readiness: Navigating a Maze of Obstacles
As the implementation deadline for Fundamental Review of the Trading Book (FRTB) nears, lack of clarity is causing...
White paper | New Best Practices for Operating in Today's Capital Markets Reality
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...

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