white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
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 webinar 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. Register Now 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 webinar FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds Register Now white paper 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. Read white paper newsletter December Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs Read newsletter 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. Read analyst report webinar 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. Register Now webinar 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. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded podcast 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 Listen to podcast white paper 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. Read white paper podcast 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. Listen to podcast 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 Register Now podcast Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick Dive into the intricate world of capital markets data in this episode. Listen to podcast 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. Register Now 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. Register Now podcast 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? Listen to podcast newsletter November Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions Read newsletter Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Current page 5 Page 6 Page 7 Page 8 Page 9 … 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 white paper Six Themes that Characterize Trading in the Energy Markets Today We explore certain trends and themes tied to today’s energy markets. Read white paper newsletter March Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Top Themes for Any Risk Playbook, the Future Direction of Capital Markets Technology Read newsletter white paper Using Emerging Technologies to Improve the Risk Management Function This white paper shares the technology themes and insights discussed by a keynote panel of risk experts featured at the Risk USA event in October 2022. Read white paper newsletter January Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations Read newsletter journal issue Numerix Journal Vol. 8 No. 1 The Vol 8. No. 1 Issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix. Read journal issue white paper The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues and Challenges Two Numerix experts share what they believe are some of the most significant themes and concerns that exist as firms forge ahead with their transition plans. Read white paper analyst report Coalition Greenwich Report Modernizing Risk Management Technology: Has the Game Changed?, a new report produced by Coalition Greenwich, focuses on how the new macroeconomic regime has impacted and changed the factors that feed into market risk. Read analyst report white paper Analyzing the Global Usage of XVAs This white paper uncovers how XVAs are used across different regions and countries and is based on the results of an internal Numerix survey we conducted with our own XVA experts based in the U.S./Canada, Latin America, EMEA and APAC. Read white paper article Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products. Read article Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded white paper Technology and Human Disruptors Impacting the Capital Markets This paper reveals how certain technology and human trends are transforming the capital market ecosystem. Read white paper article A Few Insights into Crypto Risk In this article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market. Read article white paper The State of XVA Usage in Latin America – A 2022 Update This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region. Read white paper white paper Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation This white paper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector Read white paper article Where are you in your SEC Rule 18f-4 implementation? Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which has a compliance deadline of August 19, 2022. Read article article Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology In this article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems. Read article white paper The XVA Challenges Energy Traders Face in a Complicated and Volatile Market Learn about some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions. Read white paper article Innovation Through Fintech Partnership: Numerix + CubeLogic Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions. Read article white paper New QuantTech Platforms Paving Way for More Effective Trading Operations QuantTech is comprised of comprehensive development platforms, rich data management capabilities and streaming real-time analytics for creating, testing and deploying innovative ideas. Read white paper Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Current page 5 Page 6 Page 7 Page 8 Page 9 … 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 The LIBOR Transition: Impact of SOFR Switch on Swaptions In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward. Register Now webinar The LIBOR Transition: Fallback Curve Analysis Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves. Register Now webinar Risk.net | LIBOR Countdown: Spotlight on Derivatives This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting. Register Now webinar LIBOR Transition in 2020: Discussion with Numerix & Greenwich Associates As the industry moves closer to LIBOR’s planned 2021 transition, in this video roundtable discussion Ping Sun, SVP of the LIBOR Transition for Numerix and Kevin McPartland, MD for Greenwich Associates discuss their top LIBOR transition concerns going into 2020. Register Now webinar Applying AI to Streamline the LIBOR Transition Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020. Register Now webinar Greenwich Associates Webinar: Trading, Technology and the Libor Transition An interactive discussion on the impacts of the Libor transition on the technology and processes that power the trading desk. Register Now webinar Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020. Register Now webinar Preparing for the Switch to SOFR Discounting Ping Sun, SVP of Financial Engineering for Numerix explores the many facets of discounting risk as exchanges switch from OIS to SOFR discounting. Register Now webinar Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration In this webinar, Andrew McClelland Ph.D., introduces a lower-bounded multi-curve Cheyette model, with lower bounds owing to level dependence in spread volatilities and derives swaption pricing formulae and other quantities relevant for practical use. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar How to Prepare for the Next Phases of Initial Margin Requirements This webinar explores what’s changed under the newest revisions, what’s expected ahead of final phases and took a deep dive into key lessons learned from the prior phases. Register Now webinar Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing This webinar looked at the XVA landscape, the changing regulatory environment and assessed the challenges of staying competitive and mitigating risks. We also discussed how the cloud and analytics are able to bring new life to managing XVAs. Register Now webinar Using Numerix & Python to Construct Alternative Reference Rate Curves Learn about building SOFR curves using Numerix CrossAsset and Jupyter Notebooks with Python Register Now webinar Structured Notes: How Traders and Issuers Can Reduce Complexities of Structured Products Structured notes are complex and in 2019 we’re observing a big push for diversification and a focus on repricing resulting in new complexities and challenges for the structured products market. This webinar provides transparency to the current and changing status of structured notes which will aim to help you manage these challenges. Register Now webinar Dawn of Alternative Reference Rates: Curve Construction Fundamentals In this presentation, Ping Sun, SVP of Financial Engineering for Numerix CrossAsset tackles curve complexity under RFRs Register Now webinar Front Office Automation: Key to Surviving the Markets of Tomorrow This webinar covers the benefits firms stand to gain by developing automated, multi-asset trading platforms Register Now webinar Taking XVAs to the Next Level: Technology and XVAs State of Play In this webinar, Numerix explored how banks have evolved over the past few years to incorporate the growing family of XVAs. The discussion centered around an Aite Group study based on conversations with heads or members of XVA trading desks, as well as pricing and risk management functions at regional and global banks. Register Now webinar Transformational Trends in Electronic Trading: Adapting to Change and Seizing Opportunity Learn how the market is responding to an increasing automation of markets, and an increase in trading complexity as well. Register Now webinar Numerix Quantitative Leadership Series: New Arbitrage-Free Parametric Volatility Surface Dr. Michael Konikov, SVP and Head of Quantitative Development introduced a new parametric volatility surface, Ensemble Carr-Pelts (ECP), that guarantees the absence of arbitrage and has closed form expressions for both options values and local volatility. Register Now Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Current page 5 Page 6 Page 7 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
webinar 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. Register Now
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
webinar FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds Register Now
white paper 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. Read white paper
newsletter December Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs Read newsletter
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. Read analyst report
webinar 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. Register Now
webinar 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. Register Now
podcast 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 Listen to podcast
white paper 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. Read white paper
podcast 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. Listen to podcast
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 Register Now
podcast Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick Dive into the intricate world of capital markets data in this episode. Listen to podcast
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. Register Now
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. Register Now
podcast 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? Listen to podcast
newsletter November Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions Read newsletter
white paper Six Themes that Characterize Trading in the Energy Markets Today We explore certain trends and themes tied to today’s energy markets. Read white paper
newsletter March Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Top Themes for Any Risk Playbook, the Future Direction of Capital Markets Technology Read newsletter
white paper Using Emerging Technologies to Improve the Risk Management Function This white paper shares the technology themes and insights discussed by a keynote panel of risk experts featured at the Risk USA event in October 2022. Read white paper
newsletter January Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations Read newsletter
journal issue Numerix Journal Vol. 8 No. 1 The Vol 8. No. 1 Issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix. Read journal issue
white paper The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues and Challenges Two Numerix experts share what they believe are some of the most significant themes and concerns that exist as firms forge ahead with their transition plans. Read white paper
analyst report Coalition Greenwich Report Modernizing Risk Management Technology: Has the Game Changed?, a new report produced by Coalition Greenwich, focuses on how the new macroeconomic regime has impacted and changed the factors that feed into market risk. Read analyst report
white paper Analyzing the Global Usage of XVAs This white paper uncovers how XVAs are used across different regions and countries and is based on the results of an internal Numerix survey we conducted with our own XVA experts based in the U.S./Canada, Latin America, EMEA and APAC. Read white paper
article Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products. Read article
white paper Technology and Human Disruptors Impacting the Capital Markets This paper reveals how certain technology and human trends are transforming the capital market ecosystem. Read white paper
article A Few Insights into Crypto Risk In this article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market. Read article
white paper The State of XVA Usage in Latin America – A 2022 Update This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region. Read white paper
white paper Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation This white paper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector Read white paper
article Where are you in your SEC Rule 18f-4 implementation? Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which has a compliance deadline of August 19, 2022. Read article
article Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology In this article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems. Read article
white paper The XVA Challenges Energy Traders Face in a Complicated and Volatile Market Learn about some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions. Read white paper
article Innovation Through Fintech Partnership: Numerix + CubeLogic Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions. Read article
white paper New QuantTech Platforms Paving Way for More Effective Trading Operations QuantTech is comprised of comprehensive development platforms, rich data management capabilities and streaming real-time analytics for creating, testing and deploying innovative ideas. Read white paper
webinar The LIBOR Transition: Impact of SOFR Switch on Swaptions In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward. Register Now
webinar The LIBOR Transition: Fallback Curve Analysis Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves. Register Now
webinar Risk.net | LIBOR Countdown: Spotlight on Derivatives This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting. Register Now
webinar LIBOR Transition in 2020: Discussion with Numerix & Greenwich Associates As the industry moves closer to LIBOR’s planned 2021 transition, in this video roundtable discussion Ping Sun, SVP of the LIBOR Transition for Numerix and Kevin McPartland, MD for Greenwich Associates discuss their top LIBOR transition concerns going into 2020. Register Now
webinar Applying AI to Streamline the LIBOR Transition Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020. Register Now
webinar Greenwich Associates Webinar: Trading, Technology and the Libor Transition An interactive discussion on the impacts of the Libor transition on the technology and processes that power the trading desk. Register Now
webinar Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020. Register Now
webinar Preparing for the Switch to SOFR Discounting Ping Sun, SVP of Financial Engineering for Numerix explores the many facets of discounting risk as exchanges switch from OIS to SOFR discounting. Register Now
webinar Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration In this webinar, Andrew McClelland Ph.D., introduces a lower-bounded multi-curve Cheyette model, with lower bounds owing to level dependence in spread volatilities and derives swaption pricing formulae and other quantities relevant for practical use. Register Now
webinar How to Prepare for the Next Phases of Initial Margin Requirements This webinar explores what’s changed under the newest revisions, what’s expected ahead of final phases and took a deep dive into key lessons learned from the prior phases. Register Now
webinar Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing This webinar looked at the XVA landscape, the changing regulatory environment and assessed the challenges of staying competitive and mitigating risks. We also discussed how the cloud and analytics are able to bring new life to managing XVAs. Register Now
webinar Using Numerix & Python to Construct Alternative Reference Rate Curves Learn about building SOFR curves using Numerix CrossAsset and Jupyter Notebooks with Python Register Now
webinar Structured Notes: How Traders and Issuers Can Reduce Complexities of Structured Products Structured notes are complex and in 2019 we’re observing a big push for diversification and a focus on repricing resulting in new complexities and challenges for the structured products market. This webinar provides transparency to the current and changing status of structured notes which will aim to help you manage these challenges. Register Now
webinar Dawn of Alternative Reference Rates: Curve Construction Fundamentals In this presentation, Ping Sun, SVP of Financial Engineering for Numerix CrossAsset tackles curve complexity under RFRs Register Now
webinar Front Office Automation: Key to Surviving the Markets of Tomorrow This webinar covers the benefits firms stand to gain by developing automated, multi-asset trading platforms Register Now
webinar Taking XVAs to the Next Level: Technology and XVAs State of Play In this webinar, Numerix explored how banks have evolved over the past few years to incorporate the growing family of XVAs. The discussion centered around an Aite Group study based on conversations with heads or members of XVA trading desks, as well as pricing and risk management functions at regional and global banks. Register Now
webinar Transformational Trends in Electronic Trading: Adapting to Change and Seizing Opportunity Learn how the market is responding to an increasing automation of markets, and an increase in trading complexity as well. Register Now
webinar Numerix Quantitative Leadership Series: New Arbitrage-Free Parametric Volatility Surface Dr. Michael Konikov, SVP and Head of Quantitative Development introduced a new parametric volatility surface, Ensemble Carr-Pelts (ECP), that guarantees the absence of arbitrage and has closed form expressions for both options values and local volatility. Register Now