Behind the Numbers |  |
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Welcome to Behind the Numbers, Numerix’s monthly newsletter, formerly known as “Thinking Derivatively.” This is where we share our most popular resources and expert insights shaping the future of capital markets. In this edition, we dive into mastering trading and risk of zero-day options, the role of non-bank liquidity providers (NBLPs) in fixed income, VaR best practices and the latest trends in structured finance. |
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Mastering 0DTE Options: Strategies for Speed, Precision, and Risk Control Zero-days-to-expiration (0DTE) options—contracts that expire the same trading day—have rapidly evolved into one of the most influential forces shaping U.S. equity derivatives markets. In our three-part white paper series, we explore how advanced backtesting, real-time stress testing, and dynamic hedging can help you master 0DTE options trading and risk management. |  |
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 | Non-Bank Liquidity in Fixed Income: The New Market-Making Order Non-bank liquidity providers (NBLPs) are reshaping fixed income markets. Once concentrated in on-the-run Treasuries, NBLPs are now expanding aggressively into electronic credit. In our on-demand webinar, Kevin McPartland of Crisil Coalition Greenwich shares expertise on how NBLPs entered fixed income and the impact they’re having today. |
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 | Beyond the Black Box: Explaining VaR with Apex’s RiskMonitor When markets move, risk teams aren’t just asked for VaR numbers— they’re asked to explain them. Yet too often, black-box analytics and fragmented workflows delay critical decisions. In our on-demand webinar, Apex Risk Technologies joins us to explore how firms are moving beyond static VaR reporting to achieve greater transparency and explainability in their risk numbers. |
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 | Yield Demand, Discipline and AI Set the Tone for Structured Finance What will really drive structured finance performance in 2026? In a recent article for GlobalCapital, Numerix explores how shifting liquidity, greater electronification, regulatory pressure, and rising product complexity are reshaping valuation and risk management across asset classes— and what that means for banks and asset managers in the coming year. |
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