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JANUARY 2023 NEWSLETTER
During a keynote panel at a Risk USA
event, risk experts discussed several
technology themes, with a focus on
how to leverage technology for better
and faster decision making in the risk
function. In this paper, Numerix shares
the main topics and ideas that
emerged from the discussion.
DOWNLOAD PAPER>>
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 Machine Learning for Market Data Anomaly
Detection & Gap Filling
In this on-demand webinar, presenters from Intesa Sanpaolo, Deepfin Labs and Numerix share their approaches to using machine learning techniques to identify anomalous data, fill in gaps in the data where
is it missing, and to improve the quality of risk
calculations. VIEW WEBINAR
 XVAs and Counterparty Credit Risk for an Energy Market in Crisis
The panel at this Risk.net webinar, sponsored by Numerix, discusses the complexities of valuation adjustments and counterparty credit risk modelling
within today’s energy markets, including calibrating models to historical data, dealing with time-varying volatility in the absence of option-implied data,
grappling with directional-way risk in stressed markets, and much more.
ACCESS NOW
 Turbo-Charging XVA Greek Calculations
Watch Brian Li, Vice President of Financial Engineering
at Numerix, showcase how Numerix’s XVA engine
uses off-the-shelf Automatic Differentiation (AD) capabilities from PyTorch to achieve super-fast XVA Greek calculations. AD enables the computation of derivatives with respect to the inputs without
re-evaluating the underlying function, and the
derivatives produced are very accurate. WATCH TODAY
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