analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
analyst report Numerix Tops Chartis Rankings for Credit Risk Excellence Read more about Numerix Tops Chartis Rankings for Credit Risk Excellence
webinar Master Variance & Dispersion Trades with Numerix CrossAsset Read more about Master Variance & Dispersion Trades with Numerix CrossAsset
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform podcast Speeding up Capital Markets Through Quicker Capital Raising In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.” Listen to podcast podcast Navigating the New World of Private Credit Opportunities and Strategies In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent. Listen to podcast podcast Crypto and Capital: The Impact of Blockchain on the Financial Industry In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization. Listen to podcast blog Meet the New Numerix Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com. Read Blog white paper Mastering XVA Dynamics from the Buy Side In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. Read white paper newsletter April Newsletter 2024 Thinking Derivatively | April 2024 | In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance Read newsletter blog How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations. Read Blog podcast The Impact of Low-Code Technology on the Financial Industry In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry. Listen to podcast podcast Revolutionizing Finance: A Deep Dive into Fintech Innovations In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets. Listen to podcast Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Using Cloud Computing to Simplify XVA Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA. Read Blog podcast Dr. Merav Ozair on if Blockchain could enable Responsible AI In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain. Listen to podcast podcast Attracting, Retaining and Engaging the Gen Z Workforce In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z. Listen to podcast white paper Zero-Day Options: Unique Market Dynamics and Risk Considerations To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion. Read white paper blog Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering. Read Blog podcast AI Regulation and the Finance Industry In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation. Listen to podcast podcast Understanding the Quick Rise and Wide Impact of AI and MLs In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs. Listen to podcast podcast Track these Trends: 2024 Market Insights with Coalition Greenwich In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking. Listen to podcast newsletter March Newsletter 2024 Thinking Derivatively | March 2024 | In this Issue: Cloud technology, Trends in global finance, Hot topics in structured finance Read newsletter Pagination First page « First Previous page Previous … Page 9 Page 10 Page 11 Page 12 Current page 13 Page 14 Page 15 Page 16 Page 17 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform Content type All Publications Analyst report Article Blog Journal issue Newsletter Quantitative research White paper analyst report LIBOR Risk Q1 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report quantitative research Neural Networks with Asymptotics Control Artificial Neural Networks (ANNs) have recently been suggested for use in derivatives pricing applications as accurate and fast approximators to various financial models. Read quantitative research blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog white paper The Capital Markets 2020: In the Eye of Two Storms In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets. Read white paper analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read 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. Read white paper 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 Read white paper 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 Read white paper Pagination First page « First Previous page Previous … Page 9 Page 10 Page 11 Page 12 Current page 13 Page 14 Page 15 Page 16 Page 17 Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. 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Pagination First page « First Previous page Previous Page 1 Current page 2 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Current page 4
podcast Speeding up Capital Markets Through Quicker Capital Raising In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.” Listen to podcast
podcast Navigating the New World of Private Credit Opportunities and Strategies In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent. Listen to podcast
podcast Crypto and Capital: The Impact of Blockchain on the Financial Industry In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization. Listen to podcast
blog Meet the New Numerix Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com. Read Blog
white paper Mastering XVA Dynamics from the Buy Side In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. Read white paper
newsletter April Newsletter 2024 Thinking Derivatively | April 2024 | In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance Read newsletter
blog How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations. Read Blog
podcast The Impact of Low-Code Technology on the Financial Industry In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry. Listen to podcast
podcast Revolutionizing Finance: A Deep Dive into Fintech Innovations In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets. Listen to podcast
blog Using Cloud Computing to Simplify XVA Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA. Read Blog
podcast Dr. Merav Ozair on if Blockchain could enable Responsible AI In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain. Listen to podcast
podcast Attracting, Retaining and Engaging the Gen Z Workforce In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z. Listen to podcast
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerations To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion. Read white paper
blog Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering. Read Blog
podcast AI Regulation and the Finance Industry In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation. Listen to podcast
podcast Understanding the Quick Rise and Wide Impact of AI and MLs In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs. Listen to podcast
podcast Track these Trends: 2024 Market Insights with Coalition Greenwich In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking. Listen to podcast
newsletter March Newsletter 2024 Thinking Derivatively | March 2024 | In this Issue: Cloud technology, Trends in global finance, Hot topics in structured finance Read newsletter
analyst report LIBOR Risk Q1 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report
quantitative research Neural Networks with Asymptotics Control Artificial Neural Networks (ANNs) have recently been suggested for use in derivatives pricing applications as accurate and fast approximators to various financial models. Read quantitative research
blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog
white paper The Capital Markets 2020: In the Eye of Two Storms In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets. Read white paper
analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report
white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper
quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research
quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research
white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper
white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper
white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper
quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research
white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper
blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog
white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read 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. Read white paper
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 Read white paper
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 Read white paper