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 webinar Impacts of FRTB’s Fragmented Implementation Join Franck Rossi of Numerix as he provides an update on FRTB challenges due to the heterogeneous timelines and rules. Register Now blog Mastering FX Derivatives and Hedging Interest Rate Risk in Turbulent Times Benchmark rate reform and shifting central bank policies are adding complexity to the OTC derivatives market, making precise risk management crucial. Our blog offers insight to help you navigate these turbulent times. Read Blog podcast Navigating AI Adoption in Finance with Finpilot In this episode, host Jim Jockle is joined by co-founder and CEO of Finpilot, Lakshay Chauhan. Described as ChatGPT for financial questions, Finpilot uses AI to pull information out of unstructured financial data. Listen to podcast blog Numerix Opens Application Period for 2024 Women in Finance Scholarship We're happy to announce that we are accepting applications for the 2024 Women in Finance Scholarship. This $20,000 annual scholarship award recognizes talented young women advancing their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets. Read Blog white paper Turbocharging Tech for Next-Level Risk Analytics Download the latest Risk.net whitepaper to read more about the challenges and key themes facing risk managers, and how they are using technology to uncover opportunity. Read white paper podcast Speeding up Capital Markets Through Quicker Capital Raising In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.” Listen to podcast podcast Navigating the New World of Private Credit Opportunities and Strategies In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent. Listen to podcast podcast Crypto and Capital: The Impact of Blockchain on the Financial Industry In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization. Listen to podcast blog Meet the New Numerix Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded white paper Mastering XVA Dynamics from the Buy Side In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. Read white paper newsletter April Newsletter 2024 Thinking Derivatively | April 2024 | In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance Read newsletter blog How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations. Read Blog podcast The Impact of Low-Code Technology on the Financial Industry In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry. Listen to podcast podcast Revolutionizing Finance: A Deep Dive into Fintech Innovations In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets. Listen to podcast blog Using Cloud Computing to Simplify XVA Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA. Read Blog 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 Pagination First page « First Previous page Previous … Page 2 Page 3 Page 4 Page 5 Current page 6 Page 7 Page 8 Page 9 Page 10 … 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 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 white paper As Action Time Nears, Be Aware of These 3 Big FRTB Issues This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets. Read white paper 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 journal issue Numerix Journal Vol. 8 No. 1 (QA: Journal Issue) The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Read journal issue newsletter July Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | The Changing Role of the CRO, Using Chat GPT to Build a Risk Application, and More Read newsletter 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 Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded 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 Pagination First page « First Previous page Previous … Page 2 Page 3 Page 4 Page 5 Current page 6 Page 7 Page 8 Page 9 Page 10 … 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 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 Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar Risk.net and Numerix: Transitioning to a Post-LIBOR world Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor usage makes the transition to a post-Libor world by 2021 arguably one of the biggest challenges facing financial firms. Register Now webinar Taking Quantitative Analytics Beyond the Spreadsheet Learn how capital markets players are leveraging the combined power of MATLAB and Numerix CrossAsset to create rich quantitative modeling sandboxes with the robust controls and structure of enterprise level analytics. Register Now webinar Moving Beyond LIBOR with Numerix’s Advanced Multi-Curve Framework Examined curve stripping challenges resulting from the decomission of LIBOR and how Numerix’s cutting-edge multi-curve framework can help market participants address them. Presenter Ping Sun, PhD, SVP of Financial Engineering, Numerix Register Now webinar SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate Webinar 12/12 | In this webinar Dr. Sun offered a brief update on alternative reference rates and a history of the transition to SOFR. Register Now webinar MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges Numerix Director of Quantitative Research, Andrew McClelland , Ph.D., identified how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now webinar Preparing for a World Without LIBOR: Where Are We Now? With a different pace being taken globally, Mr. Wu provided the latest updates on the new alternative benchmarks, the transition plan for each and the implications for market participants. Register Now webinar Risk.net and Numerix: Exploring MVA & Initial Margin On 11/7 featured speakers Philip Harding, Contributing Editor for Risk.net and Dr. Andrew McClelland, Director of Quantitative Research at Numerix, explored the rise of MVA and the impacts of expanding IM requirements. In this webinar they identify how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now webinar A Competitive Edge in OTC E-Trading Learn how banks overcome common technology challenges to deliver next-generation market making infrastructure and how solutions like Oneview Graph Framework can help banks develop faster and deliver smarter. Register Now webinar Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management Webinar 6/13 | Numerix leadership, together with XVA consulting expert James Sehgal of Invicta, debated their perspectives on the hot button issues driving XVA adoption today. Register Now Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Page 5 Current 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.
webinar Impacts of FRTB’s Fragmented Implementation Join Franck Rossi of Numerix as he provides an update on FRTB challenges due to the heterogeneous timelines and rules. Register Now
blog Mastering FX Derivatives and Hedging Interest Rate Risk in Turbulent Times Benchmark rate reform and shifting central bank policies are adding complexity to the OTC derivatives market, making precise risk management crucial. Our blog offers insight to help you navigate these turbulent times. Read Blog
podcast Navigating AI Adoption in Finance with Finpilot In this episode, host Jim Jockle is joined by co-founder and CEO of Finpilot, Lakshay Chauhan. Described as ChatGPT for financial questions, Finpilot uses AI to pull information out of unstructured financial data. Listen to podcast
blog Numerix Opens Application Period for 2024 Women in Finance Scholarship We're happy to announce that we are accepting applications for the 2024 Women in Finance Scholarship. This $20,000 annual scholarship award recognizes talented young women advancing their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets. Read Blog
white paper Turbocharging Tech for Next-Level Risk Analytics Download the latest Risk.net whitepaper to read more about the challenges and key themes facing risk managers, and how they are using technology to uncover opportunity. Read white paper
podcast Speeding up Capital Markets Through Quicker Capital Raising In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.” Listen to podcast
podcast Navigating the New World of Private Credit Opportunities and Strategies In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent. Listen to podcast
podcast Crypto and Capital: The Impact of Blockchain on the Financial Industry In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization. Listen to podcast
blog Meet the New Numerix Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com. Read Blog
white paper Mastering XVA Dynamics from the Buy Side In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. Read white paper
newsletter April Newsletter 2024 Thinking Derivatively | April 2024 | In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance Read newsletter
blog How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations. Read Blog
podcast The Impact of Low-Code Technology on the Financial Industry In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry. Listen to podcast
podcast Revolutionizing Finance: A Deep Dive into Fintech Innovations In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets. Listen to podcast
blog Using Cloud Computing to Simplify XVA Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA. Read Blog
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 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
white paper As Action Time Nears, Be Aware of These 3 Big FRTB Issues This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets. Read white paper
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
journal issue Numerix Journal Vol. 8 No. 1 (QA: Journal Issue) The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Read journal issue
newsletter July Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | The Changing Role of the CRO, Using Chat GPT to Build a Risk Application, and More Read newsletter
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
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
webinar Risk.net and Numerix: Transitioning to a Post-LIBOR world Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor usage makes the transition to a post-Libor world by 2021 arguably one of the biggest challenges facing financial firms. Register Now
webinar Taking Quantitative Analytics Beyond the Spreadsheet Learn how capital markets players are leveraging the combined power of MATLAB and Numerix CrossAsset to create rich quantitative modeling sandboxes with the robust controls and structure of enterprise level analytics. Register Now
webinar Moving Beyond LIBOR with Numerix’s Advanced Multi-Curve Framework Examined curve stripping challenges resulting from the decomission of LIBOR and how Numerix’s cutting-edge multi-curve framework can help market participants address them. Presenter Ping Sun, PhD, SVP of Financial Engineering, Numerix Register Now
webinar SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate Webinar 12/12 | In this webinar Dr. Sun offered a brief update on alternative reference rates and a history of the transition to SOFR. Register Now
webinar MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges Numerix Director of Quantitative Research, Andrew McClelland , Ph.D., identified how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now
webinar Preparing for a World Without LIBOR: Where Are We Now? With a different pace being taken globally, Mr. Wu provided the latest updates on the new alternative benchmarks, the transition plan for each and the implications for market participants. Register Now
webinar Risk.net and Numerix: Exploring MVA & Initial Margin On 11/7 featured speakers Philip Harding, Contributing Editor for Risk.net and Dr. Andrew McClelland, Director of Quantitative Research at Numerix, explored the rise of MVA and the impacts of expanding IM requirements. In this webinar they identify how IM requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank. Register Now
webinar A Competitive Edge in OTC E-Trading Learn how banks overcome common technology challenges to deliver next-generation market making infrastructure and how solutions like Oneview Graph Framework can help banks develop faster and deliver smarter. Register Now
webinar Roundtable Discussion: The 'State of the State' of XVA Front-Office Risk Management Webinar 6/13 | Numerix leadership, together with XVA consulting expert James Sehgal of Invicta, debated their perspectives on the hot button issues driving XVA adoption today. Register Now