Research and Insights
 Special Report| Strategic Risk Analytics and the Technology Demands of Calculating Counterparty Risk - CEB TowerGroup Shines New Light on CVA
A new research paper authored by Dushyant Shahrawat, Senior Research Director of Capital Markets at CEB TowerGroup titled, "Spotlight on CVA - Trends, Perspectives and IT Implications" provides a unique perspective of Credit Value Adjustment (CVA) and how this Counterparty risk calculation is being managed by capital markets firms – starting from simple measurement and reporting of CVA, to effectively hedging CVA firm wide, and finally to CVA as a profit center. Read More Risk Executive Series| Yankee Legend Tommy John, Numerix and Counterparty Credit Risk -
The Right Team James Jockle, Numerix CMO, discusses lessons learned from Yankees great Tommy John at the Inaugural Waters Magazine Sell-Side Technology Awards. In baseball, groundbreaking surgery, and risk management, having the right team in place is key.Read More Case Study| Kerius Finance
Learn how KERIUS Finance integrated Numerix CrossAsset into its proprietary platform in order to boost its risk management and hedging advisory services. 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.
Coping with CSA Complexity: The Funding & Risk Implications Watch Now Derivative Trading Profitability and Risk Measures - Front Office and Middle Office Integration of Pricing and Risk Management 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 | Rethinking VA & EIA Product Designs To Better Manage Investment Risks Whitepaper | ESG Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice Upcoming Events and Webinars Calendar
June 12, Risk and Return Brazil 2013, Sao Paulo June 13, TabbFORUM Event: The Road to Achieving a Unified View of Risk, New York City June 18, PRMIA: Model Risk Management: Validation, Vetting, and Leading Practices, Montreal June 19, PRMIA: Models and Best Practices, Toronto June 19 Webinar: FVA and OIS: Revisiting Multi-curve Pricing for OTC Derivatives* June 26, Webinar: Model Back Testing - Basic & Advanced for PFE, CVA, VaR* July 8-9, Equity Based Guarantees – Dublin July 17, Webinar: Convertible Bonds Arbitrage and Hedging* July 17-18, Incisive Quant Congress USA, New York * for more information about Numerix webinars please visit www.numerix.com/events-and-webinars
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