White Paper – Apr 6, 2024

White paper | Mastering XVA Dynamics from the Buy Side

Mastering XVA Dynamics from the Buy Side With high interest rates and volatile markets, derivatives valuation adjustments (XVAs) are again rising in prominence as crucial factors impacting the earnings of financial institutions. Managing XVAs...

White Paper Archive

White paper | New Best Practices for Operating in Today's Capital Markets Reality
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
FRTB: The Technology Considerations and What You Need to Know
FRTB (Fundamental Review of the Trading Book) represents the most significant market risk regulatory change in at...
White paper | The Fundamental Review of the Trading Book (FRTB): Key Challenges and Implementation Headaches
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...
White Paper | Basel Under Trump – What, How and Will the U.S. Election Impact Global Regulation?
Whether you voted for him, against him or didn't have a dog in the hunt, Donald J. Trump is slated to be the 45th...
White paper | FRTB's Sensitivity Based Approach: Methodology, Procedure and Case Studies on Business Impact
The Standardized Approach (SA) is here to stay. All banks subject to the Fundamental Review of Trading Book (FRTB...
Impact Report | XVA and Risk Transformation: Establishing the Data Fundamentals
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
White paper | Understanding the Riskiness of A GLWB Rider For FIAs
Insurance guarantees are exotic in nature because they have to take into consideration not only actuarial...
White paper | ‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Quantitative Research In Brief | Negative Rates: The Challenge and the Opportunity
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
White paper | Bringing Real-time Risk into the Decision-making Process
The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by...

Pages