More Resources & Solutions

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...
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR’s coffin as...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
The Fundamental Review of the Trading Book (FRTB) is one of the biggest and most significant market risk...
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...

Tough decisions often force us to leave our comfort zones. Almost as often, they’re an impetus for growth. For...

Pages