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 event Portfolio Management Using Advanced Market & Credit Simulations Demo content for teaser description Register Now video Discover the Numerix Difference Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios. Watch video blog ChatGPT: Does it have a place in the Capital Markets? In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how? Read Blog analyst report Coalition Greenwich Report This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates. Read analyst report 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 Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded 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 Pagination First page « First Previous page Previous … Page 4 Page 5 Page 6 Page 7 Current page 8 Page 9 Page 10 Page 11 Page 12 … 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 New Technology Is Redefining the Success of the Front Office Numerix Chief Product Officer, Satyam Kancharla, discusses how firms are rethinking trading infrastructures Read white paper white paper Risk.net: Next-generation technologies and the future of trading Panel of industry experts share their insights and observations regarding emerging technologies in trading Read white paper white paper Real-Time Risk Management in Practice: The Experts’ Views This whitepaper provides an overview of some of the key topics discussed by a group of market experts during a roundtable webinar hosted by CubeLogic in partnership with Numerix and PRMIA. Various applications of risk management in real time were examined, including, among others. Read white paper analyst report LIBOR Risk Q2 2021 As the deadline to Libor cessation approaches, Liang Wu, executive director of financial engineering and head of cross asset product management at Numerix, presents a series of market themes that warrant closer inspection. Read analyst report white paper The New Rules of Market Risk Management This paper highlights several of the key viewpoints expressed by the panel and explores some the current dynamics that are impacting approaches to and the complexities of market risk management. Read white paper white paper The Art of Effective Market Risk Management During a Period of Transformation White paper | The Art of Effective Market Risk Management During a Period of Transformation Read white paper white paper Examining What's Next for LIBOR: Top Themes Dominating the Transition in 2021 In this new whitepaper, Numerix LIBOR transition expert Liang Wu provides his views and insights on the key themes that deserve examination. Read white paper quantitative research Risk Magazine Cutting Edge Article | Machine Learning: Deep Asymptotics In this research, Drs. Alexandre Antonov, Michael Konikov and Vladimir Piterbarg overcome limitations and develop a new type of neural network that incorporates large-value asymptotics, allowing explicit control over extrapolation. Read quantitative research quantitative research Risk Magazine Cutting Edge Article | Multi-curve Cheyette-style models with lower bounds on tenor basis spreads This article presents a general multi-curve Cheyette-style model that allows precise control over tenor basis spreads. Read quantitative research Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded analyst report Aite Impact Report A new report produced by the Aite Group, commissioned by Numerix, assesses the overall impact of an unprecedented pandemic on the securities industry, with particular focus around front-office dynamics, risk management, and the regulatory front. Read analyst report white paper How the Complexity of Today’s Business Reality May Demand a Cloud Services Approach In this white paper, read how valuable harnessing the cloud through Software as a Service (SaaS) and Risk as a Service (RaaS) models can be for helping to manage the increasing complexities of running a derivatives trading business. Read white paper analyst report LIBOR Risk Q3 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report analyst report The Tipping Point of Cloud and Risk Management in Capital Markets Capital markets firms are acknowledging that the cloud is a catalyst for establishing competitive advantage and the financial services sector has been taking steps to prioritize digital transformation. To meet customer requirements and remain competitive, financial services organizations must increase their agility, reduce time to market for new products and services, and address the spiraling total cost of ownership (TCO) of their IT infrastructures. Today, it is evident that all roads lead to the cloud. Read analyst report white paper LIBOR Transition Readiness: The Current Narrative Results of a Numerix Global Survey on the LIBOR Transition Read white paper quantitative research Risk Magazine Cutting Edge Article | A new arbitrage-free parametric volatility surface In this Cutting Edge research article, published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivites of future trade values. Read quantitative research white paper The Current State of XVA Usage in Latin America In this whitepaper, Augusto Carvalho, Numerix’s Regional Director of Presales, who spends a lot of time in Latin America educating banks and other institutions about XVA solutions, provides his observations on XVA practices in the region. Read white paper blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog analyst report Structured Notes: Transforming Risk into Opportunities In this article, Risk.net leads a discussion with industry representatives, to capture what the current market environment means for traders, issuers, risk managers and investors operating in structured products. Read analyst report Pagination First page « First Previous page Previous … Page 4 Page 5 Page 6 Page 7 Current page 8 Page 9 Page 10 Page 11 Page 12 … 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 Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More Numerix expert Dan Li discusses how vanilla derivative valuations have become very complex, and how to deal with this new complexity. Register to view On-Demand. Register Now webinar Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives Anna Barbashova discusses best practices in collateral management and delves into the theoretical and practical aspects of CSA discounting. Register to view On-Demand. Register Now webinar Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent Dr. Ion Mihai discusses how to build proxy OIS curves from available market information in currencies where the OIS market is not well developed. Register to view On-Demand. Register Now webinar Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve Numerix featured speaker Mark Hadley discusses ways derivative market practitioners can enhance the bootstrapping process for the short end of OIS curves, and how these approaches will become more important as rates rise. Register Now webinar A Quantitative Look at FVA - Theory and Implementation Many practitioners have found developing and implementing an accurate FVA framework challenging both theoretically and practically. Join Numerix on 2/28 for a quantitative discussion with Dr. Alexandre Antonov, SVP, Quantitative Research, as he reviews current FVA theory and outlines a new universal FVA framework. Register to view On-Demand. Register Now webinar Breaking Black: The Hybrid Nature of Investment Guarantees Numerix expert Mark Hadley, FSA,CFA, explores cross-asset risk exposures of emerging GLWB product designs, cross-asset risk-neutral ESG modeling approaches and the importance of “joint calibration” for keeping ESGs market consistent. Register to view On-Demand. Register Now webinar Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice Numerix webinar Replay discussing Risk Neutral Economic Scenario Generation. Will cover foundations of Risk Neutral Theory, Hybrid Framework and Joint Calibration approaches and Advanced Indicies Generation. Register to view On-Demand. Register Now webinar Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment Webinar discussing Funding Value Adjustment (FVA) and its role in derivative valuations, trading, and liquidity management. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Current page 8 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.
event Portfolio Management Using Advanced Market & Credit Simulations Demo content for teaser description Register Now
video Discover the Numerix Difference Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios. Watch video
blog ChatGPT: Does it have a place in the Capital Markets? In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how? Read Blog
analyst report Coalition Greenwich Report This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates. Read analyst report
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
white paper New Technology Is Redefining the Success of the Front Office Numerix Chief Product Officer, Satyam Kancharla, discusses how firms are rethinking trading infrastructures Read white paper
white paper Risk.net: Next-generation technologies and the future of trading Panel of industry experts share their insights and observations regarding emerging technologies in trading Read white paper
white paper Real-Time Risk Management in Practice: The Experts’ Views This whitepaper provides an overview of some of the key topics discussed by a group of market experts during a roundtable webinar hosted by CubeLogic in partnership with Numerix and PRMIA. Various applications of risk management in real time were examined, including, among others. Read white paper
analyst report LIBOR Risk Q2 2021 As the deadline to Libor cessation approaches, Liang Wu, executive director of financial engineering and head of cross asset product management at Numerix, presents a series of market themes that warrant closer inspection. Read analyst report
white paper The New Rules of Market Risk Management This paper highlights several of the key viewpoints expressed by the panel and explores some the current dynamics that are impacting approaches to and the complexities of market risk management. Read white paper
white paper The Art of Effective Market Risk Management During a Period of Transformation White paper | The Art of Effective Market Risk Management During a Period of Transformation Read white paper
white paper Examining What's Next for LIBOR: Top Themes Dominating the Transition in 2021 In this new whitepaper, Numerix LIBOR transition expert Liang Wu provides his views and insights on the key themes that deserve examination. Read white paper
quantitative research Risk Magazine Cutting Edge Article | Machine Learning: Deep Asymptotics In this research, Drs. Alexandre Antonov, Michael Konikov and Vladimir Piterbarg overcome limitations and develop a new type of neural network that incorporates large-value asymptotics, allowing explicit control over extrapolation. Read quantitative research
quantitative research Risk Magazine Cutting Edge Article | Multi-curve Cheyette-style models with lower bounds on tenor basis spreads This article presents a general multi-curve Cheyette-style model that allows precise control over tenor basis spreads. Read quantitative research
analyst report Aite Impact Report A new report produced by the Aite Group, commissioned by Numerix, assesses the overall impact of an unprecedented pandemic on the securities industry, with particular focus around front-office dynamics, risk management, and the regulatory front. Read analyst report
white paper How the Complexity of Today’s Business Reality May Demand a Cloud Services Approach In this white paper, read how valuable harnessing the cloud through Software as a Service (SaaS) and Risk as a Service (RaaS) models can be for helping to manage the increasing complexities of running a derivatives trading business. Read white paper
analyst report LIBOR Risk Q3 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report
analyst report The Tipping Point of Cloud and Risk Management in Capital Markets Capital markets firms are acknowledging that the cloud is a catalyst for establishing competitive advantage and the financial services sector has been taking steps to prioritize digital transformation. To meet customer requirements and remain competitive, financial services organizations must increase their agility, reduce time to market for new products and services, and address the spiraling total cost of ownership (TCO) of their IT infrastructures. Today, it is evident that all roads lead to the cloud. Read analyst report
white paper LIBOR Transition Readiness: The Current Narrative Results of a Numerix Global Survey on the LIBOR Transition Read white paper
quantitative research Risk Magazine Cutting Edge Article | A new arbitrage-free parametric volatility surface In this Cutting Edge research article, published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivites of future trade values. Read quantitative research
white paper The Current State of XVA Usage in Latin America In this whitepaper, Augusto Carvalho, Numerix’s Regional Director of Presales, who spends a lot of time in Latin America educating banks and other institutions about XVA solutions, provides his observations on XVA practices in the region. Read white paper
blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog
analyst report Structured Notes: Transforming Risk into Opportunities In this article, Risk.net leads a discussion with industry representatives, to capture what the current market environment means for traders, issuers, risk managers and investors operating in structured products. Read analyst report
webinar Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More Numerix expert Dan Li discusses how vanilla derivative valuations have become very complex, and how to deal with this new complexity. Register to view On-Demand. Register Now
webinar Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives Anna Barbashova discusses best practices in collateral management and delves into the theoretical and practical aspects of CSA discounting. Register to view On-Demand. Register Now
webinar Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent Dr. Ion Mihai discusses how to build proxy OIS curves from available market information in currencies where the OIS market is not well developed. Register to view On-Demand. Register Now
webinar Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve Numerix featured speaker Mark Hadley discusses ways derivative market practitioners can enhance the bootstrapping process for the short end of OIS curves, and how these approaches will become more important as rates rise. Register Now
webinar A Quantitative Look at FVA - Theory and Implementation Many practitioners have found developing and implementing an accurate FVA framework challenging both theoretically and practically. Join Numerix on 2/28 for a quantitative discussion with Dr. Alexandre Antonov, SVP, Quantitative Research, as he reviews current FVA theory and outlines a new universal FVA framework. Register to view On-Demand. Register Now
webinar Breaking Black: The Hybrid Nature of Investment Guarantees Numerix expert Mark Hadley, FSA,CFA, explores cross-asset risk exposures of emerging GLWB product designs, cross-asset risk-neutral ESG modeling approaches and the importance of “joint calibration” for keeping ESGs market consistent. Register to view On-Demand. Register Now
webinar Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice Numerix webinar Replay discussing Risk Neutral Economic Scenario Generation. Will cover foundations of Risk Neutral Theory, Hybrid Framework and Joint Calibration approaches and Advanced Indicies Generation. Register to view On-Demand. Register Now
webinar Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment Webinar discussing Funding Value Adjustment (FVA) and its role in derivative valuations, trading, and liquidity management. Register Now
