In this month's issue:
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JUNE 2016 NEWSLETTER VOL IV ISSUE 6
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On-Demand Webinar: The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework
Franck Rossi, FRTB Specialist at Numerix, provides a primer on the new FRTB-CVA regulations and discusses how banks will be affected now that IMA-CVA is no longer an option. View On-Demand Webinar
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White-Paper: Preparing for the Next Evolution of FRTB
In this paper, FRTB expert, Franck Rossi, provides a comprehensive breakdown of the Standardized Approach and Internal Model Approach, including detailed methodologies and prescribed formulas—highlighting overall computational and data challenges and the need for organizations to review, and potentially revamp, IT infrastructure in preparation. Read Paper
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Video Blog: FRTB Market Risk Capital Fundamentals Explained
Risk Product Specialist, Sammy Colas, breaks down the two methodologies outlined by the final FRTB market risk capital regulation – the Sensitivity Based Approach and the Internal Model Based Approach. Watch Video
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On-Demand Webinar: FRTB: “Finalized” but Far from the Finish Line
Even with an “extra” year, implementing FRTB by the deadline will be a herculean task for many banks. Franck Rossi, Director of Product Management at Numerix, provides an in-depth analysis of the final FRTB text. View On-Demand Webinar
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Insights & Innovations
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White Paper | Understanding the Riskiness of A GLWB Rider For FIAs
In this research paper, Pawel Konieczny, PhD, FRM, and Vice President of Insurance Solutions at Numerix, explores how GLWB guarantees have different risks when attached to an Fixed Index Annuities (FIA) vis-a-vis a Variable Annuity (VA). Read Paper
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Video Blog
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Bracing for Brexit: FX Market Impact, Commodities Update
Udi Sela, VP of Business Development at Numerix discuss a potential Brexit, aka whether the UK may leave the EU. He examines current controversy surrounding Brexit, including the political debate and from a market perspective how it may impact foreign exchange markets as well as commodities. Watch Video
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In the News
Numerix Oneview wins FTF News Technology Innovation Awards for 2016
Numerix has been named Best Pricing & Valuation Solution in the FTF News Technology Innovation awards for the third consecutive year. This year Numerix is being honored for its latest innovation, Numerix Oneview. Read More
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Upcoming Events and Webinars
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