Resources

Analyzing the Market Impact of SOFR Discounting

In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow.

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white paper

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

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white paper

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.

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white paper

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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white paper

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.

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white paper

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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white paper

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.

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white paper

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

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white paper

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

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white paper

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?

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white paper

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.

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white paper

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

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white paper

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.

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white paper

The Current State of XVA Adoption

This XVA forum features a panel of industry leaders who assess the major factors surrounding XVA adoption today

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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.

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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.

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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?

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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

All Publications

Analyst report

Article

Blog post

Journal issue

Newsletter

Quantitative research

White paper

white paper

Analyzing the Market Impact of SOFR Discounting

In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow.

Read white paper

white paper

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

Read white paper

white paper

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.

Read white paper

white paper

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.

Read white paper

white paper

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.

Read white paper

white paper

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.

Read white paper

white paper

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.

Read white paper

white paper

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

Read white paper

white paper

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

Read white paper

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

white paper

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?

Read white paper

white paper

The Availability of New Technologies and a Renewed Focus on Digital

Read white paper

white paper

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

Read white paper

white paper

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

Read white paper

white paper

The Current State of XVA Adoption

This XVA forum features a panel of industry leaders who assess the major factors surrounding XVA adoption today

Read white paper

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

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

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

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

webinar

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

webinar

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.

webinar

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.

webinar

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.

webinar

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.

webinar

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.

webinar

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.

webinar

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.

webinar

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.

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

webinar

FRTB in a Fast-Changing World: Is the Regulation Still Relevant?

An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations.

webinar

Risk.net | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition

In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so far and the outstanding issues facing the 'new look' rates market.

webinar

Explaining the Banking Crisis: What Happened, Its Wide Implications and Lessons Learned

A panelist of financial industry experts discuss how the banking crisis unfolded, the impact of inflation, threat of recession, and more.

webinar

Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk calculations.

webinar

Turbo-charging XVA Greek Calculations

Learn about Numerix’s latest innovation in its XVA engine to support high-speed XVA Greek calculations.

webinar

Risk.net | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the complexities of valuation adjustments and counterparty credit risk modelling for firms grappling with the European energy market crisis.