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Vol II, Issue 2 February 2014
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Research and Insights
Industry Insights | Blog Article - From the Volcker Rule to FVA's Impact on Trade Profitability: The Challenges We Face in the Year Ahead Wall Street practitioners are facing a slew of concerns as we kick-off the first quarter of 2014—ranging from best practices in the handling of Credit Support Annex (CSAs) and central clearing, to OIS discounting and the ongoing navigation of Credit Valuation Adjustments (CVA) and Funding Valuation Adjustments (FVA). Underlying all of this, of course, are risk management, pricing complexities and the continuing need to change disparate or inadequate systems and processes to meet the latest onslaught of regulatory requirements. Given this, and evermore changes in the pipeline for the new year, it remains important to keep our eye on the prize…How is all of this going to impact an institution's bottom line—profitability? Read more.
Industry Insights | Blog Article - Living In Peace with Financial Models: 2014 and Beyond Model risk can no longer be ignored. Financial models have become a necessary fact of life in today's post-crisis financial world; yet we all know that model usage in and of itself remains an imperfect science—depending on underlying assumptions and methodology, implementation practices, and, of course, the quality of data used. Model risk, once considered something to yawn about, can no longer be ignored if one is to sleep at night. As we look at the year ahead, what resolutions should financial practitioners make to better navigate the murky waters associated with model risk? Read more.
Case Study | HDFC Bank Learn how Numerix enabled HDFC Bank to consolidate its market risk management and reporting capabilities across multiple systems onto one platform—in addition to helping enhance its market and counterparty credit risk analysis capabilities. Read Case Study
On-Demand Webinars
Missed one of our educational, thought leading webinars? Watch the recording on-demand. Each month we'll feature the latest and most popular webinars hosted by Numerix here, or you can visit our full webinar archive to explore more.
Insurance Focus
Each month the newsletter will feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for the Insurance sector.
Upcoming Events and Webinars Calendar
February 19 - Numerix User Webinar| Counterparty Credit Exposure Case Study
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