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
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
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
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
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
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
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
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
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 blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog 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. Read Blog blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog blog Exploring 3 Hot Topics in Energy and Commodity Trading In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair. Read Blog blog Our Experience Towards AWS Adoption In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS. Read Blog blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog 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. Read Blog 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 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 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 Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Current page 4 Page 5 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 blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog 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. Read Blog blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog blog Exploring 3 Hot Topics in Energy and Commodity Trading In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair. Read Blog blog Our Experience Towards AWS Adoption In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS. Read Blog blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog 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. Read Blog 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 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 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 Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Current page 4 Page 5 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 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 webinar To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions. Register Now webinar Estimating Cross-Model Correlations for CCR & XVA In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA. Register Now webinar Transforming Treasury and Derivatives management post Covid-19 In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk. Register Now webinar Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business. Register Now webinar Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the dynamics that complicate modelling, Register Now webinar XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and Unravelling Complexity In this webinar, panel of quantitative researchers and risk practitioners from banks, energy firms, and a software vendor discuss the many practical challenges they’ve encountered in the modeling and risk management of XVAs/CCR in the energy markets, and how to overcome them. Register Now webinar Advances in Counterparty Credit Risk Modelling in Energy Markets In this webinar, Numerix SVP of Quantitative Research, Andrew McClelland Ph.D., looked at what is being done to improve energy models inside the counterparty credit risk setting. Register Now webinar Modelling Energy Curves for XVA Watch Numerix’s SVP of Quantitative Research Andrew McClelland present updates to his latest research, "Modelling Energy Curves for XVA." Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar Next generation technologies and the future of trading In this webinar, Numerix and Risk.net panelists examine the future of trading technology, how companies will implement these new innovations, and explore the range of new skills that might be needed. Register Now webinar SRP Europe Conference 2021: Optimizing Financial Valuations to Improve Investor Experience During SRP’s 18th annual flagship conference, SRP Europe 2021, thought leaders from across the European market came together to examine, discuss and debate the state of Europe’s structured products industry. Register Now webinar QuantMinds 2020: Modelling Energy Curves for XVA This on-demand webinar offers insights and commentary across several areas including: Seasonality in volatilities & correlations for energy curves; oil, gas, power, etc. | XVA & the importance of correlations | The Andersen ('10) model, akin to Cheyette ('92) with seasonality in response functions | Estimation via state-space representation and filtering | akin to Dynamic Nelson-Siegel (’06) | Objective measure-vs.-pricing measure implications and handling stochastic volatility. Register Now webinar Risk.net | Modifying Market Risk Management – A Year After Covid-19 Join this panel discussion with Numerix and Risk.net to understand how capital markets participants revised their market risk management practices during the height of market volatility and what this means for the future. Register Now webinar Adopting a Cloud-Based Risk Management Strategy In this webinar, held in partnership with Microsoft, you will learn more about the value running real-time pricing and risk management calculations in the cloud can create for financial services firms Register Now webinar Real-Time Risk Management at the Enterprise Level: Uses and Benefits for Risk Managers In this webinar hosted by CubeLogic, in partnership with Numerix, IOWArocks and PRMIA, market experts come together to examine the role real-time enterprise risk measurement and reporting has to play in practice today. Register Now webinar Quantitative R&D Innovations Update In this new research quantitative experts overcome this significant limitation and develop a new type of neural networks that incorporate large-value asymptotics, when known, allowing explicit control over extrapolation. Register Now webinar Neural Networks with Asymptotics Control In this webinar you will learn more about some of the advantages and use cases for applying machine learning, deep learning, and neural networks in mathematical finance. Register Now webinar Risk.net | LIBOR Telethon: Derivatives, Trading and Liquidity In December, Risk.net hosted a LIBOR Telethon where they sourced dozens of pressing questions from the Risk.net audience and hosted a live Q&A session with a panel of industry experts. Register Now Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Current page 4 Page 5 Page 6 Page 7 Page 8 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 No resources found. 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. 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. Pagination First page « First Previous page Previous Page 1 Current page 2 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.
blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog
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. Read Blog
blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog
blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog
blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog
blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog
blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog
blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog
blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog
blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog
blog Exploring 3 Hot Topics in Energy and Commodity Trading In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair. Read Blog
blog Our Experience Towards AWS Adoption In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS. Read Blog
blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog
blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog
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. Read Blog
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
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
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
blog Numerix Top 5: Thought Leadership Year in Review It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023. Read Blog
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. Read Blog
blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog
blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog
blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog
blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog
blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog
blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog
blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog
blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog
blog Exploring 3 Hot Topics in Energy and Commodity Trading In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair. Read Blog
blog Our Experience Towards AWS Adoption In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS. Read Blog
blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog
blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog
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. Read Blog
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
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
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
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
webinar To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions. Register Now
webinar Estimating Cross-Model Correlations for CCR & XVA In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA. Register Now
webinar Transforming Treasury and Derivatives management post Covid-19 In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk. Register Now
webinar Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business. Register Now
webinar Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the dynamics that complicate modelling, Register Now
webinar XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and Unravelling Complexity In this webinar, panel of quantitative researchers and risk practitioners from banks, energy firms, and a software vendor discuss the many practical challenges they’ve encountered in the modeling and risk management of XVAs/CCR in the energy markets, and how to overcome them. Register Now
webinar Advances in Counterparty Credit Risk Modelling in Energy Markets In this webinar, Numerix SVP of Quantitative Research, Andrew McClelland Ph.D., looked at what is being done to improve energy models inside the counterparty credit risk setting. Register Now
webinar Modelling Energy Curves for XVA Watch Numerix’s SVP of Quantitative Research Andrew McClelland present updates to his latest research, "Modelling Energy Curves for XVA." Register Now
webinar Next generation technologies and the future of trading In this webinar, Numerix and Risk.net panelists examine the future of trading technology, how companies will implement these new innovations, and explore the range of new skills that might be needed. Register Now
webinar SRP Europe Conference 2021: Optimizing Financial Valuations to Improve Investor Experience During SRP’s 18th annual flagship conference, SRP Europe 2021, thought leaders from across the European market came together to examine, discuss and debate the state of Europe’s structured products industry. Register Now
webinar QuantMinds 2020: Modelling Energy Curves for XVA This on-demand webinar offers insights and commentary across several areas including: Seasonality in volatilities & correlations for energy curves; oil, gas, power, etc. | XVA & the importance of correlations | The Andersen ('10) model, akin to Cheyette ('92) with seasonality in response functions | Estimation via state-space representation and filtering | akin to Dynamic Nelson-Siegel (’06) | Objective measure-vs.-pricing measure implications and handling stochastic volatility. Register Now
webinar Risk.net | Modifying Market Risk Management – A Year After Covid-19 Join this panel discussion with Numerix and Risk.net to understand how capital markets participants revised their market risk management practices during the height of market volatility and what this means for the future. Register Now
webinar Adopting a Cloud-Based Risk Management Strategy In this webinar, held in partnership with Microsoft, you will learn more about the value running real-time pricing and risk management calculations in the cloud can create for financial services firms Register Now
webinar Real-Time Risk Management at the Enterprise Level: Uses and Benefits for Risk Managers In this webinar hosted by CubeLogic, in partnership with Numerix, IOWArocks and PRMIA, market experts come together to examine the role real-time enterprise risk measurement and reporting has to play in practice today. Register Now
webinar Quantitative R&D Innovations Update In this new research quantitative experts overcome this significant limitation and develop a new type of neural networks that incorporate large-value asymptotics, when known, allowing explicit control over extrapolation. Register Now
webinar Neural Networks with Asymptotics Control In this webinar you will learn more about some of the advantages and use cases for applying machine learning, deep learning, and neural networks in mathematical finance. Register Now
webinar Risk.net | LIBOR Telethon: Derivatives, Trading and Liquidity In December, Risk.net hosted a LIBOR Telethon where they sourced dozens of pressing questions from the Risk.net audience and hosted a live Q&A session with a panel of industry experts. Register Now