Having trouble viewing the links in this email? Copy and paste the link below into your browser for the web version:
http://www.numerix.com/derivative-insights-innovations/june-2016-issue
Derivatives Insights & Innovations Derivatives Insights & Innovations

In this month's issue:

JUNE 2016 NEWSLETTER VOL IV
ISSUE 6

Join
linkedin twitter blog youtube User Group
Risk Technology
 
FRTB CVA

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

WhitePaper

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

Sammy Colas

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


On-Demand Webinar

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

 Insights & Innovations

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

White Paper

 Video Blog

    
US Interest Rate Update, Commodities, FX Trends & Strategies

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

 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

FTF Awards

 Upcoming Events and Webinars

June 1-3 | WBS FRTB Conference, Frankfurt

June 2 | Nordic Structured Products & Derivatives Conference, Stockholm

June 7 | Quant of the Year Lecture Series, Amsterdam

June 8 | Quant of the Year Lecture Series, Stockholm

June 9 | Incisive Risk, Japan

June 22-25 | RiskMathics Risk Management & Trading Conference, Mexico

June 28 | Securities and Banking Conference, China

July 11-14 | Quant Summit, USA


For more information about Numerix webinars please visit our Events page.

 Most Watched Videos

 Most Read Blogs

Copyright © 2016 Numerix LLC | Unsubscribe | Edit your preferences