Resources

Introducing the Numerix Podcast: Navigating Trends in the Capital Markets

We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge.

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blog

Assessing the Rise in Popularity of Zero Day Options

Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios.

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blog

Empowering Women in Finance with a $20,000 Scholarship Award

The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree.

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blog

Investigating Banks’ Slow but Steady Path to Cloud Adoption

While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog.

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blog

3 Ways to Optimize Risk Management in Unpredictable Markets

How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead.

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white paper

As Action Time Nears, Be Aware of These 3 Big FRTB Issues

This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets.

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webinar

Cloud Control: Optimising Cloud for Risk Management Gains

In May 2023, Risk.net hosted this exclusive session with Executive Director of Numerix, Obaid Dehlavi, which covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more.

blog

Analyzing the Transformation of the Role of the Chief Risk Officer

Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing.

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journal issue

Numerix Journal Vol. 8 No. 1 (QA: Journal Issue)

The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements.

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webinar

Zero-day options: ticking time bombs or high alpha trades?

In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options.

blog

Exploring 3 Hot Topics in Energy and Commodity Trading

In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair.

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webinar

A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application

Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application.

white paper

For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes

This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.

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webinar

Future Directions for Capital Markets Technology in the Digital/AI Revolution

This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating Partner at Sand Hill East, joins Numerix’s CMO James Jockle to discuss his outlook on promising new capital markets technologies.

webinar

FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations.

All Publications

Analyst report

Article

Blog post

Journal issue

Newsletter

Quantitative research

White paper

white paper

Gain or Pain - Automating the OTC and Structured Products Markets

In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes.

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white paper

LIBOR Will Not Transition Quietly: What You Need to Know Now

In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition

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white paper

The Current Landscape of Electronic Trading: A Discussion Among Experts

In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading

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white paper

Supporting ISDA SIMM™: Key Considerations You Need to Know

Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives?

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analyst report

XVA: Valuations’ Generation X

Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements.

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white paper

The Availability of New Technologies and a Renewed Focus on Digital

In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets.

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white paper

The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway

In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates

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white paper

React, Adapt and Enact: The Catalysts to Capital Markets Transformation

In Part I of this white paper series examining the dynamics and future of front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services, Satyam Kancharla delivers an expert view on these drivers of change and their implications for the current and future state of the capital markets.

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journal issue

Numerix Journal Vol. 5 No. 2

The Vol. 5 No. 2 Issue of the Numerix Journal spotlights theoretical aspects of current and upcoming Numerix features. It begins with a discussion of MVA and Initial Margin requirements, and next looks at the Numerix implementation of the FX Joint Heston model. The issue also examines probability distributions of barrier hitting times, and includes a white paper on European swaption pricing methodology for the Hull-White two-factor model. Finally, the issue highlights Numerix’s implementation of an arbitrage-free volatility surface using a linear programming formulation.

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white paper

The Current State of XVA Adoption

This XVA forum features a panel of industry leaders who assess the major factors surrounding XVA adoption today

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white paper

The 5 Top-of-Mind Issues Dominating the LIBOR Transition

Learn what we believe to be the 5 top-of-mind issues facing market participants today.

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analyst report

Chartis Spotlight Report: Numerix | Front Office Risk Management Technology 2018

Numerix is proud to be recognized as a leading provider of front office risk management technology (FORM) by Chartis Research, a leading research firm focused on the global market for risk technology.

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quantitative research

Risk Magazine Cutting Edge Research Article | Efficient Simm-MVA calculations for callable exotics

In this Cutting Edge research article published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivities of future trade values.

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white paper

Charting a Course for a Successful XVA Program

This white paper outlines market perspectives and best practices for navigating through an XVA implementation project.

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analyst report

Risk.net XVA Special Report 2018

This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the OTC derivatives marketplace today, such as the complications of XVA adoption, the impact of regulatory drivers, the complexity of pricing and risk calculations, the radical changes presented by new technologies, and the elusive capturing of profitability.

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blog

XVAs Defined: The Profitability Puzzle

Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business.

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journal issue

Numerix Journal Vol. 5 No. 1

The Vol. 5 No. 1 issue focuses on Numerix’s offerings of models, beginning with papers discussing Discrete Local Volatility (DLV) and Quasi-Gaussian Local Volatility (QGLV/Cheyette) models. The issue introduces two higher-level articles on models as well, one providing an overview of the family of models at Numerix and another focusing on Numerix’s universal hybrid framework. We’ve also included a paper on XVA Greeks, discussing the use of pathwise derivatives of the underlying cash flows for calculation and the ability to use algorithmic differentiation to compute pathwise derivatives efficiently. Finally, the issue looks at the power of Numerix analytics in Oneview Asset Management (OVAM), a new product launched last year.

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