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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
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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
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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
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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 DataIn 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 RiskNumerix, 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 BankLearn 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
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