Resources

What the DORA Regulation Means for Financial Institutions in 2025

DORA is here—Is your firm prepared? The EU’s Digital Operational Resilience Act (DORA) is now in effect, transforming cybersecurity and third-party risk management. Our blog explores DORA’s impact on financial institutions.

Zero-day options (0DTE) Start 2025 Off with a Bang

Zero-day options (0DTE) are having their moment. In the fourth quarter of 2024, 0DTE options on the S&P 500 Index became the most traded, surpassing all other expiration dates combined. In today’s blog we provide access to our top resources surrounding 0DTE options trading and risk.

Key Capital Markets Trends to Watch in 2025

As we move deeper into 2025, what trends are likely to be at the forefront, shaping the capital markets? Satyam Kancharla, Executive VP and Chief Product Officer at Numerix, addresses this question and opines on how changing market dynamics will impact analytics requirements.

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Analytics Key as Economic Uncertainty Looms in 2025

This article, featured in GlobalCapital’s Review 2024/ Outlook 2025 report, discusses key capital markets trends to watch in 2025.

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Exploring the Growing Demand for Values-based Investing

One influential movement redefining the financial landscape is Environmental, Social, and Governance (ESG) investing. In today’s blog, we discuss the evolution of ESG, key considerations and how financial firms are responding.

Charting Volatility: Strategic Insights on APAC Monetary Policy Divergence and Market Dynamics

Discover how financial institutions are coping with market volatility and differing monetary policies across the APAC region.

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Celebrating Numerix’s Top 5 Resources of 2024

As 2024 comes to a close, we are looking forward to all the exciting opportunities that lie ahead in the new year. But before we bid 2024 farewell, we’d like to take a look back at five of our top-performing resources from the last year.

Investment Certificates & Innovation: An Intesa Sanpaolo & Numerix Case Study

Join Alessandro Manini and Samuele Marafin of Intesa Sanpaolo, along with Martina Nicolao of Numerix as they discuss the investment certificate market and delve into how Numerix analytics were utilized by Intesa Sanpaolo to model new types of investment certificates.

Rise of Quantitative Credit Trading Strategies in Fixed-Income Markets

More institutional investors, including hedge funds, are capturing inefficiencies in the corporate bond market with systematic credit trading strategies. In this blog, we dig into the current trends of this popular trading strategy.

Using Algorithmic Differentiation (AD) for Enhancing Stability and Speed in Risk Computation

Accurate and efficient computation of Greeks is essential to managing risk and informing trading decisions. While the Bump-and-Reprice method is commonly used, AD offers faster, more stable computations. Explore AD's advantages in our blog.

Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections

This blog, first published by QuantMinds International, exposes the challenges and methodologies involved in integrating pricing and risk models, and highlights the nuances and innovations that drive this key aspect of risk measurement.

Unlocking AI's Power in Finance with Fawaz Chaudhry

In this episode of Trading Tomorrow, we explore the groundbreaking ways artificial intelligence is reshaping finance with insights from Fawaz Chaudhry, the Head of Equities for Fulcrum Asset Management.

Mastering XVA: Learning Series

In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge.

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Key Capital Markets Trends to Watch in 2025

article

Analytics Key as Economic Uncertainty Looms in 2025

This article, featured in GlobalCapital’s Review 2024/ Outlook 2025 report, discusses key capital markets trends to watch in 2025.

Read article

Using Algorithmic Differentiation (AD) for Enhancing Stability and Speed in Risk Computation

Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections

Mastering XVA: Learning Series

Subscribe to our monthly newsletter to get exclusive resources from Numerix.

Navigating the Reality of GenAI in Risk Management

Society’s preoccupation with AI, particularly generative AI (GenAI), has ignited high expectations across industries, including finance. But questions remain over the realistic capabilities of AI as it stands today. In today’s blog, we explore the practical use cases and limitations of GenAI as they pertain to risk management.

CMBS Market on Track for Reinvigoration in 2025

As we approach 2025, the Commercial Mortgage-Backed Securities (CMBS) market is experiencing a resurgence in activity. This blog gives highlights of the current CMBS market, based on takeaways from the recent ABS East structured finance event.

Navigating Banking Architecture in an Age of Digital Transformation

As the financial industry undergoes rapid digital transformation, banks face critical decisions about their architecture: including whether to deploy technology on-premise, in the public cloud, or in the private cloud. This blog reveals key considerations for banks as they navigate this intricate decision-making process.

Fall Fast Track: Deep Dive into Volatility in the FX Markets

The heightened volatility we’re seeing in the FX markets introduces significant risks to market players if not handled with precision. This blog offers you access to an exclusive resource series from our quantitative experts that will help you better navigate FX market volatility.

Zero-day Options 101: Coping with Fundamental Valuation and Risk Challenges

Zero day to expiry (0DTE) options trading is on the rise. Are you up-to-date with all the latest news and insights surrounding these popular, yet risky investment types? The carefully curated resources in this blog post will give you a deep dive into key 0DTE options fundamentals.

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From Chaos to Clarity - The Role of Clean Data in Banks' Digital Journeys

In a Risk Live Europe panel session sponsored by Numerix, experts explored the role that clean and accurate data plays in digital transformation. This whitepaper examines the main themes arising from the discussion.

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FX Accumulators: Balancing Opportunity and Risk in Currency Trading

FX accumulators are intricate instruments. But despite their complexity and the high risks involved, they can offer enhanced returns to the right type of investor in certain market environments. This blog explores the risks and benefits of FX accumulators, and how Numerix CrossAsset can be used to optimally manage them.

FINCAD Analytics Suite: Hedging FX Exposures with Cross-Currency Basis Swaps

Peter O’Connor of Numerix addresses the application of cross-currency basis curves with a focus on pricing, risk, scenarios/stress testing, and FX projection.

Valuation & Hedging of FX Options

Join Dr. Ping Sun of Numerix as he provides a primer on the best practices and key issues for practitioners to consider when valuing and hedging FX options.

Impacts of FRTB’s Fragmented Implementation

Join Franck Rossi of Numerix as he provides an update on FRTB challenges due to the heterogeneous timelines and rules.

Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform.

FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.

Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them.

FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

Tech Revolution: Equipping Institutions For Risk and Regulatory Challenges

In October 2023, Risk.net gathered a panel of experts to discuss the game-changing impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs.

FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building

Get a first-hand look at FINCAD Analytics Suite for Excel’s powerful curve-building capabilities, enabling firms to easily construct curves for risk-free rates (RFRs) in a fluctuating interest rate environment.

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How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management

An overview of FRTB-SA and how banks can use it for market risk management, including day-to-day risk monitoring, drilldown analysis, capital allocation, what-if analysis, and others

NxCore for XVA: An Advanced XVA Engine & Quant Sandbox

Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing.

XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.

PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders

Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions.

FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity

Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance.

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.

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.

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.

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.

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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.

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.

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.

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.

Technology That is Captivating the Finance Industry with Broadridge

In this episode, explore the cutting-edge technologies captivating the finance industry's investments and attention

Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS

The cloud has revolutionized how businesses operate, bringing forth a wave of innovation that has transformed scalability, cost-efficiency, flexibility, and collaboration.

Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick

Dive into the intricate world of capital markets data in this episode.

Blockchain's Potential on Capital Markets with Graeme Moore

Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking?