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
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Register Now webinar Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine Discover how Numerix shifted Oneview, its flagship software, to a cloud-native architecture and the benefits this provides to users. Register Now article Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products. Read article video Numerix: Pushing Boundaries to Create Breakthrough Technology Learn why Numerix is the leading provider of capital markets technology Watch video webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now white paper Technology and Human Disruptors Impacting the Capital Markets This paper reveals how certain technology and human trends are transforming the capital market ecosystem. Read white paper webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now article 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. Read article webinar 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. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar 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. Register Now white paper 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. Read white paper white paper 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 Read white paper article 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. Read article article 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. Read article white paper 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. Read white paper webinar 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. Register Now article Innovation Through Fintech Partnership: Numerix + CubeLogic Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions. Read article white paper 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. Read white paper Pagination First page « First Previous page Previous … Page 12 Page 13 Page 14 Page 15 Current page 16 Page 17 Page 18 Page 19 Page 20 … 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 post Journal issue Newsletter Quantitative research White paper quantitative research Markovian Projection onto a Displaced Diffusion In this paper, we develop a systematic approach to Markovian projection onto an effective displaced diffusion, and work out a set of computationally efficient formulas valid for a large class of non-Markovian underlying processes. Read quantitative research quantitative research Markovian Projection Onto a Heston Model In this article, we develop a systematic approach to the reduction of dimensionality of smile-enabled models by projecting them onto a displaced version of the two-dimensional Heston process. Read quantitative research quantitative research Efficient Calibration to FX Options by Markovian Projection in Cross-Currency LIBOR Market Models In this article, we revisit the cross-currency LIBOR Market Model armed with the technique of Markovian projection. Read quantitative research quantitative research Overlapping Credit Portfolios In this article, we present an accurate analytical approximation for a joint distribution function of loss of two overlapping credit portfolios using the multidimensional saddlepoint method. Read quantitative research quantitative research Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures In this article, we present pricing and risk management of synthetic CDOs and risk management of credit portfolios are closely related problems as both require modeling of the same distribution of portfolio loss. Read quantitative research quantitative research Interest Rate Modelling Framework in Discrete Rolling Spot Measure In this paper authors Alexander Antonov and Han Lee present a discrete framework on event time grid for a cross-currency term structure modelling. Read quantitative research Subscribe to our monthly newsletter to get exclusive resources from Numerix. 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webinar Practical Implementation of a Quantitative Platform for Risk & Valuation Analytics In this series, we interview Philippe Hatstadt, Chief Risk Officer (CRO) from Exos Financial, about what it takes to successfully build and utilize a risk system, as well as common pitfalls to avoid. Register Now
webinar Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine Discover how Numerix shifted Oneview, its flagship software, to a cloud-native architecture and the benefits this provides to users. Register Now
article Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products. Read article
video Numerix: Pushing Boundaries to Create Breakthrough Technology Learn why Numerix is the leading provider of capital markets technology Watch video
webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now
white paper Technology and Human Disruptors Impacting the Capital Markets This paper reveals how certain technology and human trends are transforming the capital market ecosystem. Read white paper
webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now
article 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. Read article
webinar 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. Register Now
webinar 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. Register Now
white paper 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. Read white paper
white paper 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 Read white paper
article 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. Read article
article 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. Read article
white paper 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. Read white paper
webinar 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. Register Now
article Innovation Through Fintech Partnership: Numerix + CubeLogic Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions. Read article
white paper 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. Read white paper
quantitative research Markovian Projection onto a Displaced Diffusion In this paper, we develop a systematic approach to Markovian projection onto an effective displaced diffusion, and work out a set of computationally efficient formulas valid for a large class of non-Markovian underlying processes. Read quantitative research
quantitative research Markovian Projection Onto a Heston Model In this article, we develop a systematic approach to the reduction of dimensionality of smile-enabled models by projecting them onto a displaced version of the two-dimensional Heston process. Read quantitative research
quantitative research Efficient Calibration to FX Options by Markovian Projection in Cross-Currency LIBOR Market Models In this article, we revisit the cross-currency LIBOR Market Model armed with the technique of Markovian projection. Read quantitative research
quantitative research Overlapping Credit Portfolios In this article, we present an accurate analytical approximation for a joint distribution function of loss of two overlapping credit portfolios using the multidimensional saddlepoint method. Read quantitative research
quantitative research Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures In this article, we present pricing and risk management of synthetic CDOs and risk management of credit portfolios are closely related problems as both require modeling of the same distribution of portfolio loss. Read quantitative research
quantitative research Interest Rate Modelling Framework in Discrete Rolling Spot Measure In this paper authors Alexander Antonov and Han Lee present a discrete framework on event time grid for a cross-currency term structure modelling. Read quantitative research