In this month's issue:
|
AUGUST 2016 NEWSLETTER VOL IV ISSUE 8
|
|
To Our Clients:
Join me in Rye Brook, NY Oct. 24-26th for this exclusive event that brings together industry experts and Numerix clients from across the globe. Network with industry leading peers at the top of their game and take a front-row seat to what's on the horizon for Numerix solutions and technology.
Key topics include redefining market risk with FRTB, accelerating XVAs with AAD, developing next-level technology infrastructure and recapturing profitability. Learn more about NEXT and get a sneak-peek of the conference agenda by visiting www.numerix.com/NEXT2016.
I look forward to seeing you and your team there!*
Sincerely,
Steven O’Hanlon, CEO & President of Numerix
|
*Registration open to Numerix Users only.
|
|
On-Demand Webinar
|
FRTB's Sensitivity Based Approach Two-Part Webinar Series
This two-part webinar series on FRTB's Sensitivity Based Approach features speakers Dr. Paolo Tarpanelli and Juan Vargas discussing the importance of the Sensitivity Based Approach, its methodology and offering case studies to show the potential business impact of these new FRTB regulations. View On-Demand Webinar
|
|
Video Blogs
|
CVA, Brexit and Cross-Gamma
The Brexit has left the global economy with one major question: What Happens Next? In this video blog Vice President of Business Development and FX expert Udi Sela addresses how the Brexit has impacted CVA desks as a result of cross-gamma losses. Watch Video
|
|
AAD, GPU, FRTB and the Demands of Technology: Discussing Quant Summit 2016 and the Changing Role of the Quant
On the heels of the conference, Risk Magazine Quant of the Year Dr. Alexander Antonov, of Numerix, joins CMO James Jockle to discuss how banks are evolving in this next phase of banking and addresses the role technological advancements will play in the evolution of quants themselves and how theyll need to adapt to this new environment. Watch Video
|
|
|
Insights & Innovations
|
|
White Paper | Understanding the Riskiness of A GLWB Rider For FIAs
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). This paper assesses the risks associated with this rider and analyze how different modeling choices can affect these risks. Read Paper
|
|
In the News
Numerix CEO Steven O'Hanlon Ranks #34 on Institutional Investor's Tech 50!
Improving 8 spots year-over-year, read why Steven O'Hanlon was selected as one of 2016's technology innovators and industry change makers. Read Article
| |
|
|
Upcoming Events and Webinars
|
Copyright © 2016 Numerix LLC | | |
|