Thinking Derivatively - October 2018 Issue

  OCTOBER 2018 NEWSLETTER

Why We're Putting Front Office Risk Transformation into Focus

The dynamics of the front office are rapidly evolving, and financial institutions and technology vendors alike must keep pace with the change and the demands of customers. Here we examine the transformation of the front office, and the threat of not embracing technology innovation. Read on to get an in-depth look at how the new front office risk management technology equation will play out.

READ MORE>>

 

Market Developments | The 5 Top-of-Mind Issues Dominating the LIBOR Transition

With around $350 trillion worth of financial assets tied
to it, LIBOR has provided a consistent way to
determine the cost of everything from student loans
and mortgages to complex derivatives. So, there is
little reason to think the transition to alternative
reference rates will be a straightforward process.
Taking this into consideration, learn what we believe
to be the 5 top-of-mind issues facing market participants today.
ACCESS THE PAPER>>

 

Derivatives Pricing | New MVA Research to Be Featured at NEXT 2018!

In this short video, Andy McClelland provides a sneak peek of his new MVA research that will presented at NEXT 2018. He will identify how initial margin requirements arise from client trades and the hedge trades they necessitate, with the aim of accurately determining the total MVA impact of the trade to the bank.
WATCH VIDEO>>

Quantitative Research │ Faster Technique for SIMM-MVA Unveiled

Calculating MVA for a single exotic product is slow, requiring hours of work. The Numerix quantitative team looks to leverage algorithmic differentiation to
accelerate that by a factor of several hundred times.
ACCESS THE RESEARCH>>

Upcoming Events and Webinars


October 14th - 17th | SOA Annual Meeting & Exhibit 2018

October 23rd - 24th | Numerix NEXT 2018, Rye Brook, NY

October 30th | AsiaHedge Forum 2018

November 7th - 9th | Risk USA 2018

 

 

Please visit Numerix Events & Webinars for more information.

 

Newsletter - Sep 05, 2018

Thinking Derivatively - September 2018 Issue

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