analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Events Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform podcast Dr. Merav Ozair on if Blockchain could enable Responsible AI In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain. Listen to podcast podcast Attracting, Retaining and Engaging the Gen Z Workforce In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z. Listen to podcast white paper Zero-Day Options: Unique Market Dynamics and Risk Considerations To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion. Read white paper blog Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering. Read Blog podcast AI Regulation and the Finance Industry In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation. Listen to podcast podcast Understanding the Quick Rise and Wide Impact of AI and MLs In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs. Listen to podcast podcast Track these Trends: 2024 Market Insights with Coalition Greenwich In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking. Listen to podcast newsletter March Newsletter 2024 Thinking Derivatively | March 2024 | In this Issue: Cloud technology, Trends in global finance, Hot topics in structured finance Read newsletter blog Numerix Podcast: Brand-New Season Now Available We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform. Register Now blog Top Takeaways from the World’s Largest Structured Finance Event Numerix and PolyPaths recently attended SFVegas 2024, the premier global capital markets conference hosted by the Structured Finance Association (SFA). Today, we’d like to share a few takeaways we gleaned from this educational event. Read Blog white paper Structured Credit: The Outlook for 2024 This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed the risks, opportunities and outlook for the structured credit markets in 2024. Read white paper white paper If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his business case for supporting greater adoption of the cloud. Read white paper blog Exploring 3 Major Challenges of the SOFR Transition Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments. Read Blog blog Navigating Real-Time Pricing and Risk of Same-Day Options Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic. Read Blog newsletter January/February Newsletter 2024 Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies Read newsletter blog 3 Factors Transforming Mortgage-backed Security (MBS) Investing Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. Read Blog blog These 2023 Themes Will Continue to Dominate in 2024 As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year. Read Blog 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 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 white paper For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead. Read white paper newsletter June 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 Assessing How Businesses Across the Globe Are Addressing Inflation-Driven Risk Management Numerix distributed an internal Inflation Risk Management survey. This paper presents the survey's findings and discusses the different ways banks and asset managers globally try to protect against inflation risk. Read white paper newsletter May Newsletter 2023 Thinking Derivatively | May 2023 | In this Issue: Inflation Risk Management, AWS Adoption, FRTB Webinar Read newsletter newsletter May Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Inflation Risk Management, AWS Adoption, FRTB Webinar Read newsletter 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 newsletter April Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | FINCAD Acquisition, Banking Crisis Discussion, LIBOR Transition Insights 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 Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded 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 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 Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python In this webinar, Brian Boucher, VP Product Management at Numerix, details the advantages of using Python over Excel and explains how Python can help give you an edge in today's markets. Register Now webinar Structured Products: Transforming Risk into Opportunities This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment. Register Now 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 Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded 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 Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Current 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.
podcast Dr. Merav Ozair on if Blockchain could enable Responsible AI In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain. Listen to podcast
podcast Attracting, Retaining and Engaging the Gen Z Workforce In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z. Listen to podcast
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerations To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion. Read white paper
blog Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering. Read Blog
podcast AI Regulation and the Finance Industry In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation. Listen to podcast
podcast Understanding the Quick Rise and Wide Impact of AI and MLs In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs. Listen to podcast
podcast Track these Trends: 2024 Market Insights with Coalition Greenwich In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking. Listen to podcast
newsletter March Newsletter 2024 Thinking Derivatively | March 2024 | In this Issue: Cloud technology, Trends in global finance, Hot topics in structured finance Read newsletter
blog Numerix Podcast: Brand-New Season Now Available We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology. Read Blog
webinar Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform. Register Now
blog Top Takeaways from the World’s Largest Structured Finance Event Numerix and PolyPaths recently attended SFVegas 2024, the premier global capital markets conference hosted by the Structured Finance Association (SFA). Today, we’d like to share a few takeaways we gleaned from this educational event. Read Blog
white paper Structured Credit: The Outlook for 2024 This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed the risks, opportunities and outlook for the structured credit markets in 2024. Read white paper
white paper If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his business case for supporting greater adoption of the cloud. Read white paper
blog Exploring 3 Major Challenges of the SOFR Transition Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments. Read Blog
blog Navigating Real-Time Pricing and Risk of Same-Day Options Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic. Read Blog
newsletter January/February Newsletter 2024 Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies Read newsletter
blog 3 Factors Transforming Mortgage-backed Security (MBS) Investing Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report. Read Blog
blog These 2023 Themes Will Continue to Dominate in 2024 As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year. 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
white paper For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead. Read white paper
newsletter June 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 Assessing How Businesses Across the Globe Are Addressing Inflation-Driven Risk Management Numerix distributed an internal Inflation Risk Management survey. This paper presents the survey's findings and discusses the different ways banks and asset managers globally try to protect against inflation risk. Read white paper
newsletter May Newsletter 2023 Thinking Derivatively | May 2023 | In this Issue: Inflation Risk Management, AWS Adoption, FRTB Webinar Read newsletter
newsletter May Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Inflation Risk Management, AWS Adoption, FRTB Webinar Read newsletter
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
newsletter April Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | FINCAD Acquisition, Banking Crisis Discussion, LIBOR Transition Insights 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
webinar The Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python In this webinar, Brian Boucher, VP Product Management at Numerix, details the advantages of using Python over Excel and explains how Python can help give you an edge in today's markets. Register Now
webinar Structured Products: Transforming Risk into Opportunities This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment. Register Now
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