Resources

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.

blog

Zero Day Options Gain Momentum with New Contract Offerings

Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market.

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges

In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.

analyst report

Celent Research: Risk Technology for a Digital World

In a recent Solution Brief, Celent undertook an independent evaluation of Numerix Oneview’s market risk and NxCore offerings. Findings of the report, which was not sponsored, revealed that Numerix technology excels at enabling firms to meet the current and future risk demands of a fast-paced digital world.

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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.

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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.

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

Perspectives 2023: How Financial Institutions Are Continuing to Hedge

In September 2023, we distributed an internal survey to Numerix client-facing professionals to collect information regarding our clients’ current hedging strategies and what drives those strategies. This paper shares the survey’s insightful results.

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.

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

Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick

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

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.

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?

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Quantitative research

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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.

SOFR and ESTR Quant Research Teaser Tile

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.

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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

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.

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.

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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.

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.

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.

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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.

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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.

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

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

Supporting ISDA SIMM™: Key Considerations You Need to Know

Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives?

analyst report

XVA: Valuations’ Generation X

Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements.

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The Availability of New Technologies and a Renewed Focus on Digital

In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets.

The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway

In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates

React, Adapt and Enact: The Catalysts to Capital Markets Transformation

In Part I of this white paper series examining the dynamics and future of front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services, Satyam Kancharla delivers an expert view on these drivers of change and their implications for the current and future state of the capital markets.