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.
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.
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.
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.
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.
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.
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.
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.
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.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
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.
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.
Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions
Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions.
Using Cloud Technology to Stay Ahead in Competitive Markets
Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management.
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?
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.
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.
Thriving Amidst Volatility in the Energy Markets
The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive.
FRTB: Are you ready for a new era in market risk management?
Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
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.
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.
Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions
Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions.
Using Cloud Technology to Stay Ahead in Competitive Markets
Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management.
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?
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.
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.
Thriving Amidst Volatility in the Energy Markets
The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive.
FRTB: Are you ready for a new era in market risk management?
Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements.
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.
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.
FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.
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.
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
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.
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.
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
NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.
PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders
Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions.
FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance.
Cloud Control: Optimising Cloud for Risk Management Gains
In May 2023, Risk.net hosted this exclusive session with Executive Director of Numerix, Obaid Dehlavi, which covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more.
Zero-day options: ticking time bombs or high alpha trades?
In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options.
A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application
Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application.
Future Directions for Capital Markets Technology in the Digital/AI Revolution
This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating Partner at Sand Hill East, joins Numerix’s CMO James Jockle to discuss his outlook on promising new capital markets technologies.
FRTB in a Fast-Changing World: Is the Regulation Still Relevant?
An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations.
Risk.net | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition
In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so far and the outstanding issues facing the 'new look' rates market.
Exos Financial Uses Numerix CrossAsset SDK Python to Scale Up Risk Analytics
In this video, Philippe Hatstadt, Chief Risk Officer of Exos Financial, discusses why and how his firm used Numerix CrossAsset SDK Python to fill a need for a comprehensive multi-asset and derivatives risk management analytics and valuation library that it could integrate into its own proprietary risk and valuation platform.
OCBC Bank Scales Business and Mitigates Risk with Numerix Oneview
During the course of its nearly 10-year partnership with Numerix, OCBC Bank has faced a number of challenges it engaged Numerix to address. The bank required a platform that could help it meet demand for products with more innovative features within the structured products market and which integrated a sophisticated risk management process.
Samsung Fire and Marine Insurance Case Study
Samsung Fire & Marine Insurance (SFMI), a multinational insurance company based in central Seoul, South Korea, selected the Numerix Economic Scenario Generator for producing its risk neutral economic scenarios. With its principal products including automobile, long-term and commercial insurance, enterprise risk management, and annuities—SFMI is the largest Property and Casualty Insurer in Korea.
Mazars Case Study
Mazars, an international, integrated and independent organization, specializing in audit, accountancy, tax, legal and advisory services selected Numerix CrossAsset analytics to be used within Mazars Actuariat by the Quantitative and Actuarial teams for derivatives pricing, modeling and insurance actuarial work.
Cathay United Bank Case Study
Designed specifically for TMUs, Numerix Treasurer helps Cathay United Bank differentiate its Customer Service and enhance overall operational efficiency while providing comprehensive, accurate and timely regulatory reporting.
Swedbank CrossAsset/Model Validation Case Study
Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset analytics platform provides a framework for structuring, pricing and managing complex derivatives and structured products, allowing users to calculate prices and Greeks and perform scenario analysis using real-time data.
pbb Deutsche Pfandbriefbank XVA/CVA Case Study
pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance. Chosen for its accurate, near real-time credit risk valuations, Numerix XVA/CVA leverages its industry-leading CrossAsset analytics to deliver a highly flexible, transparent solution for CVA and potential future exposure (PFE).
OTP Bank CrossAsset/Model Validation Case Study
OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to comprehensive pre- and post-trade risk analysis, including Greeks, scenarios and stress testing.
Kerius Finance CrossAsset Risk Case Study
Kerius Finance integrated Numerix CrossAsset into its proprietary platform for risk analysis, customized reporting and hedge advisory services – including proposals and structuring of hedging, financing and investment strategies.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
HDFC Bank Market Risk Case Study
Numerix provided HDFC Bank with the only third-party risk management solution flexible and scalable enough to meet its requirements, combined with a unique level of support provided by its dedicated Numerix Mumbai office.
Double No Touch and Other FX Option Strategies for Low Volatility Markets
This case study covers various foreign exchange (FX) option strategies that take advantage of low volatility market conditions. Specifically, it explores the risks, benefits and mechanics of traditional strategies, such as straddles and strangles, but also focuses on and examines more advanced FX option strategies, such double no touch (DNT) options, European range bet (ERB) options and DNT options in emerging markets.
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.
Numerix: Pushing Boundaries to Create Breakthrough Technology
Learn why Numerix is the leading provider of capital markets technology
Numerix Oneview for Trading
In this short animated video, discover how Numerix Solutions provides holistic trading analysis with Oneview for Trading.
What is Numerix Oneview?
Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape, effectively manage risk and build a new competitive edge.
Numerix Oneview for XVA
In this short animated video, discover how Oneview’s next-generation technology provides the edge they need to compete and win in their markets.
Steering the Initial Margin Process to Determine Full MVA Cost
How IM requirements arise from client trades and the hedge trades they necessitate
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
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.
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.”
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.
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.
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.
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.
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.
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.
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.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
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.
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.
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
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.
Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick
Dive into the intricate world of capital markets data in this episode.
Blockchain's Potential on Capital Markets with Graeme Moore
Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking?
Navigating the Turbulent Energy Market with Karl Sees
The episode is a deep into the shifting landscape of the energy and commodities markets.
The Impact of AI and ML on Investing with Chandini Jain
Imagine a world where artificial intelligence dictates your financial decisions; it might be just around the corner.
Venturing into Virtual Reality and Finance with Lyron Bentovim
What if you could see data differently? Not just as numbers on a 2-D screen but as images that tell a story.
Portfolio Management Using Advanced Market & Credit Simulations
Demo content for teaser description