 Quantitative Research | Funding Value Adjustment for General Financial Instruments: Theory and Practice
Numerix Research | Mastering Model Risk: Assessment, Regulation and Best Practices
On-demand Webinar | Pricing Model Validation - Regulations, Best Practices & New Approaches
On-demand Webinar | Coping with CSA Complexity: The Funding & Risk Implications
On-demand Webinar | A Holistic View of Risk for Fixed Income Portfolios: Best Practices in Stress Testing & Collateral Management
 Numerix Research | Considering Stochastic Mortality in Pricing Variable Annuities
On-demand Webinar | RGA Reinsurance & Numerix Co-Presentation: What is the Right "Risk-Free Rate" for Insurers?
On-demand Webinar | AIG & Numerix Co-Presentation: Volatility Management of Equity-Based Insurance Guarantees
 Master Class | PRMIA & Numerix Master Class Video Series: OIS Discounting
Quantitative Research | SABR Spreads Its Wings
Numerix Research | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
On-demand Webinar | Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives
On-demand Webinar | Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve
Video Blog | Fundamentals of OIS Curve Construction
|
Once again another year has come to an end, and as I reflect on the past 12 months it has been a dynamic year full of change for the derivatives industry—and thereby, for many of our clients. From OIS discounting and centralized clearing, to meeting the demands of ever-evolving industry regulations, it's been a time for change, growth and looking ahead with optimism toward the continuing development of our own best practices.
