Derivative Insights & Innovations from Numerix

Derivative Insights & Innovations Newsletter from Numerix
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Vol I, Issue 3 July 2013
In This Month's Issue
 
 
 
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Featured Numerix Video Blogs
 
CMO, Jim Jockle, sits down with Numerix experts and industry leaders to discuss pressing issues, strategies and hot topics for derivatives market participants and risk managers on the Numerix Video Blog.
 
Tom Davis, PhD, discusses the connection between funding and profitability. He addresses the Standardized CSA, and explores key pricing and funding factors to understanding the true cost
of funding. Watch Now
 
Denny Yu discusses the new report from the Bank for International Settlements, which rebuts theories around derivatives clearing requirements leading to collateral shortage.
Watch Now
Will wearable technology like Google Glass change the way capital markets participants visualize and engage in the markets? David Easthope of Celent discusses Google Glass, Technology Innovation and Financial Services. Watch Now
 
 
 
Most Watched Videos
 
The True Cost of OTC Derivatives Funding – FVA, OIS, and Profitability

John Hull on the FVA Debate and Liquidity Risk

A Primer on Funding Value Adjustment

OIS Discounting – To Clear or Not To Clear?

The Tale of the Unclearable Trade – Managing Tail Risk with CVA

FVA in Practice – Taking Classical Theory Further
 
 
Most Read Blogs
 
OTC Derivatives Valuation: Adoption of Multiple Pricing Curves

Strategic Risk Analytics and the Technology Demands of Calculating Counterparty Risk: CEB Tower Group Shines New Light on CVA

Pricing and Hedging Overnight Index Swaps: Two Possible Approaches

The Intersection of Big Data and Risk Management

Model Validation: The "Holy Grail" for Risk Mitigation?

Research and Insights
 
Special Report| Pricing & Valuations Special Report - Inside Reference Data
In this Special Report "Pricing & Valuation" authored by Michael Shashoua, Editor of Inside Reference Data, Steven R. O'Hanlon, CEO and President of Numerix, joins industry thought leaders to discuss the latest developments in pricing and valuation including market trends, quantitative development, technology innovation, and the industry's new expectations for credibility and transparency. Read More
 
Industry Insights | The Rocky Road Ahead: Achieving a Unified View of Risk
Numerix, TabbForum and Microsoft recently teamed up in New York City to sponsor a panel discussion event, focusing on the need for a more timely, accurate and enterprise view of risk in the post-global financial crisis era. Keynote remarks, led by panel moderator Paul Rowady, Senior Capital Markets Analyst at TABB Group, highlighted the financial technology challenges du jour. The discussion that followed was centered around The New World of Risk. Read More
 
Case Study| Glitnir Bank
Learn how Glitnir Bank, a government-formed Icelandic bank that is now officially dissolved, utilized Numerix Valuation Services to perform accurate valuations for all derivative instruments on its books, in order to pay off its creditors and reach settlements with its counterparties. 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.

The OIS & FVA Relationship - The Evolving Funding Dynamics for OTC Derivatives
Watch Now

Building a Robust Stress Testing Framework – Best Practices for Designing & Implementing Comprehensive Risk Scenarios Watch Now


Insurance Focus
 
Each month we'll feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for this sector.

On-demand Webinar | AIG & Numerix Co-Presentation: Volatility Management of Equity-Based Insurance Guarantees Watch Now

Whitepaper | Considering Stochastic Mortality in Pricing Variable Annuities – Applications of the Lee Carter Model Request Paper


Upcoming Events and Webinars Calendar
 

July 11, Numerix & PRMIA Present: Advancements in Risk Analytics, New York

July 17-18, Incisive Quant Congress USA, New York

September 9-11, Pricing Model Validation, London

 
For more information about Numerix webinars please visit www.numerix.com/events-and-webinars.
 
 

  

 

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