Resources

A Few Insights into Crypto Risk

In this article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.

The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives

In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors.

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LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can Help

Find out how new Risk Free Rates (RFRs) have been adopted in derivatives markets around the globe, and learn how Numerix analytics can help firms price new RFR products, construct RFR curves, and build volatility surfaces.

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The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region.

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Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation

This white paper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector

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Where are you in your SEC Rule 18f-4 implementation?

Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which has a compliance deadline of August 19, 2022.

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Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology

In this article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems.

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The XVA Challenges Energy Traders Face in a Complicated and Volatile Market

Learn about some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.

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Abstract graphic Navigating SEC Rule 18f-4

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Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs

Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation and gain an enhanced risk management approach for your derivatives operations.

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Innovation Through Fintech Partnership: Numerix + CubeLogic

Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions.

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New QuantTech Platforms Paving Way for More Effective Trading Operations

QuantTech is comprised of comprehensive development platforms, rich data management capabilities and streaming real-time analytics for creating, testing and deploying innovative ideas.

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To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption

Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions.

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Estimating Cross-Model Correlations for CCR & XVA

In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA.

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Digitalization and New Tech Bring Opportunity and Changing Approaches to Derivatives Markets

In this article Numerix technologist, Linus Yu, joins Heads of Collateral and Liquidity Management, Treasury and Market Risk at some of the world’s leading banks to discuss where they see the path forward for building a more impactful future-state infrastructure for a derivatives business.

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Aite-Novarica Report

In new research report Audrey Blater of the Aite-Novarica Group shares key findings from her one-on-one interviews with key stakeholders across the financial services sector to uncover what’s driving cloud migration decisions for trading and risk management functions.
The report analyzes the factors influencing banks when it comes to deciding whether or not to migrate to the cloud and discusses what is needed to bring a pro-cloud shift into the decision-making process. The report also provides views on why on-premise legacy systems may or may not be preferred.

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Transforming Treasury and Derivatives management post Covid-19

In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk.

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Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits

In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business.