analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Events 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 webinar Risk.net and Numerix: Exploring MVA & Initial Margin On 11/7 featured speakers Philip Harding, Contributing Editor for Risk.net and Dr. Andrew McClelland, Director of Quantitative Research at Numerix, explored the rise of MVA and the impacts of expanding IM requirements. In this webinar they identify how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now white paper The 5 Top-of-Mind Issues Dominating the LIBOR Transition Learn what we believe to be the 5 top-of-mind issues facing market participants today. Read white paper analyst report Chartis Spotlight Report: Numerix | Front Office Risk Management Technology 2018 Numerix is proud to be recognized as a leading provider of front office risk management technology (FORM) by Chartis Research, a leading research firm focused on the global market for risk technology. Read analyst report quantitative research Risk Magazine Cutting Edge Research Article | Efficient Simm-MVA calculations for callable exotics In this Cutting Edge research article published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivities of future trade values. Read quantitative research video Steering the Initial Margin Process to Determine Full MVA Cost How IM requirements arise from client trades and the hedge trades they necessitate Watch video white paper Charting a Course for a Successful XVA Program This white paper outlines market perspectives and best practices for navigating through an XVA implementation project. Read white paper analyst report Risk.net XVA Special Report 2018 This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the OTC derivatives marketplace today, such as the complications of XVA adoption, the impact of regulatory drivers, the complexity of pricing and risk calculations, the radical changes presented by new technologies, and the elusive capturing of profitability. Read analyst report blog XVAs Defined: The Profitability Puzzle Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business. Read Blog webinar A Competitive Edge in OTC E-Trading Learn how banks overcome common technology challenges to deliver next-generation market making infrastructure and how solutions like Oneview Graph Framework can help banks develop faster and deliver smarter. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded journal issue Numerix Journal Vol. 5 No. 1 The Vol. 5 No. 1 issue focuses on Numerix’s offerings of models, beginning with papers discussing Discrete Local Volatility (DLV) and Quasi-Gaussian Local Volatility (QGLV/Cheyette) models. The issue introduces two higher-level articles on models as well, one providing an overview of the family of models at Numerix and another focusing on Numerix’s universal hybrid framework. We’ve also included a paper on XVA Greeks, discussing the use of pathwise derivatives of the underlying cash flows for calculation and the ability to use algorithmic differentiation to compute pathwise derivatives efficiently. Finally, the issue looks at the power of Numerix analytics in Oneview Asset Management (OVAM), a new product launched last year. Read journal issue white paper LIBOR Alternative Rates: The Future of OTC Derivatives Pricing and Curve Construction How will LIBOR alternative rates impact derivatives valuations and curve construction going forward? Read white paper webinar Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management Webinar 6/13 | Numerix leadership, together with XVA consulting expert James Sehgal of Invicta, debated their perspectives on the hot button issues driving XVA adoption today. Register Now blog Putting Quantitative Innovation into Focus for XVAs Managing xVAs is complex, and that complexity is growing as banks extend xVA to reflect new costs, such as those associated with posting initial margin, or to more-accurately reflect the costs of capital utilization. Read Blog white paper MiFID II and Real-Time Technology Fortify Electronic Trading in OTC Markets MiFID and technologies are leading to a rise in electronic trading, this paper explores the impacts for market makers. Read white paper white paper LIBOR: Its Astonishing Ride and How to Plan for Its End Explaination of what's important when preparing for 2021 Read white paper quantitative research Risk Magazine Cutting Edge Research Article | Pathwise XVA Greeks for Early-Exercise Products Using a new Numerix technique, Greeks can be computed almost as quickly as the time it takes to price the derivatives. Read quantitative research blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? In this blog, James Jockle, Chief Marketing Officer, shares the insights of a data science visionary, who, through his research and thought-provoking analysis of AI, arrives at an answer to the critical trust question. Read Blog article Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? Artificial intelligence technologies have undergone a rapid evolution in recent years and have sparked significant interest among firms in multiple industries. 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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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webinar Risk.net and Numerix: Exploring MVA & Initial Margin On 11/7 featured speakers Philip Harding, Contributing Editor for Risk.net and Dr. Andrew McClelland, Director of Quantitative Research at Numerix, explored the rise of MVA and the impacts of expanding IM requirements. In this webinar they identify how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now
white paper The 5 Top-of-Mind Issues Dominating the LIBOR Transition Learn what we believe to be the 5 top-of-mind issues facing market participants today. Read white paper
analyst report Chartis Spotlight Report: Numerix | Front Office Risk Management Technology 2018 Numerix is proud to be recognized as a leading provider of front office risk management technology (FORM) by Chartis Research, a leading research firm focused on the global market for risk technology. Read analyst report
quantitative research Risk Magazine Cutting Edge Research Article | Efficient Simm-MVA calculations for callable exotics In this Cutting Edge research article published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivities of future trade values. Read quantitative research
video Steering the Initial Margin Process to Determine Full MVA Cost How IM requirements arise from client trades and the hedge trades they necessitate Watch video
white paper Charting a Course for a Successful XVA Program This white paper outlines market perspectives and best practices for navigating through an XVA implementation project. Read white paper
analyst report Risk.net XVA Special Report 2018 This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the OTC derivatives marketplace today, such as the complications of XVA adoption, the impact of regulatory drivers, the complexity of pricing and risk calculations, the radical changes presented by new technologies, and the elusive capturing of profitability. Read analyst report
blog XVAs Defined: The Profitability Puzzle Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business. Read Blog
webinar A Competitive Edge in OTC E-Trading Learn how banks overcome common technology challenges to deliver next-generation market making infrastructure and how solutions like Oneview Graph Framework can help banks develop faster and deliver smarter. Register Now
journal issue Numerix Journal Vol. 5 No. 1 The Vol. 5 No. 1 issue focuses on Numerix’s offerings of models, beginning with papers discussing Discrete Local Volatility (DLV) and Quasi-Gaussian Local Volatility (QGLV/Cheyette) models. The issue introduces two higher-level articles on models as well, one providing an overview of the family of models at Numerix and another focusing on Numerix’s universal hybrid framework. We’ve also included a paper on XVA Greeks, discussing the use of pathwise derivatives of the underlying cash flows for calculation and the ability to use algorithmic differentiation to compute pathwise derivatives efficiently. Finally, the issue looks at the power of Numerix analytics in Oneview Asset Management (OVAM), a new product launched last year. Read journal issue
white paper LIBOR Alternative Rates: The Future of OTC Derivatives Pricing and Curve Construction How will LIBOR alternative rates impact derivatives valuations and curve construction going forward? Read white paper
webinar Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management Webinar 6/13 | Numerix leadership, together with XVA consulting expert James Sehgal of Invicta, debated their perspectives on the hot button issues driving XVA adoption today. Register Now
blog Putting Quantitative Innovation into Focus for XVAs Managing xVAs is complex, and that complexity is growing as banks extend xVA to reflect new costs, such as those associated with posting initial margin, or to more-accurately reflect the costs of capital utilization. Read Blog
white paper MiFID II and Real-Time Technology Fortify Electronic Trading in OTC Markets MiFID and technologies are leading to a rise in electronic trading, this paper explores the impacts for market makers. Read white paper
white paper LIBOR: Its Astonishing Ride and How to Plan for Its End Explaination of what's important when preparing for 2021 Read white paper
quantitative research Risk Magazine Cutting Edge Research Article | Pathwise XVA Greeks for Early-Exercise Products Using a new Numerix technique, Greeks can be computed almost as quickly as the time it takes to price the derivatives. Read quantitative research
blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? In this blog, James Jockle, Chief Marketing Officer, shares the insights of a data science visionary, who, through his research and thought-provoking analysis of AI, arrives at an answer to the critical trust question. Read Blog
article Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? Artificial intelligence technologies have undergone a rapid evolution in recent years and have sparked significant interest among firms in multiple industries. Read article