Regulatory Research & Insights

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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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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More Resources & Solutions

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...
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...

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