Resources

Talking XVA: Pace of Adoption, New Technology & Cloud

Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more

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webinar

Advances in Tenor Basis Modeling: Boundedness, Specification & Calibration

In this webinar, Andrew McClelland Ph.D., introduces a lower-bounded multi-curve Cheyette model, with lower bounds owing to level dependence in spread volatilities and derives swaption pricing formulae and other quantities relevant for practical use.

white paper

A "Playbook" for Automating the Front Office

This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies.

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webinar

How to Prepare for the Next Phases of Initial Margin Requirements

This webinar explores what’s changed under the newest revisions, what’s expected ahead of final phases and took a deep dive into key lessons learned from the prior phases.

webinar

Evolving XVAs: How to Manage Changing Regulation and Competitive Pricing

This webinar looked at the XVA landscape, the changing regulatory environment and assessed the challenges of staying competitive and mitigating risks. We also discussed how the cloud and analytics are able to bring new life to managing XVAs.

white paper

Increased Adoption and Innovation Are Driving the Structured Products Market

In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products.

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quantitative research

Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges

Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA.

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white paper

The Transformative Impacts of the XVA State of Play

In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes.

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video

Numerix Oneview for Trading

In this short animated video, discover how Numerix Solutions provides holistic trading analysis with Oneview for Trading.

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Numerix Oneview, Margin Trading, XVA Capital, Risk Valuation

video

What is Numerix Oneview?

Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape, effectively manage risk and build a new competitive edge.

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webinar

Using Numerix & Python to Construct Alternative Reference Rate Curves

Learn about building SOFR curves using Numerix CrossAsset and Jupyter Notebooks with Python

video

Numerix Oneview for XVA

In this short animated video, discover how Oneview’s next-generation technology provides the edge they need to compete and win in their markets.

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blog

Risk as a Service: For Many, a Better Way to Derive Value from New Technology

Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services.

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white paper

The Value of Managed Services for Trading and Risk Management

In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape.

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white paper

Gain or Pain - Automating the OTC and Structured Products Markets

In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes.

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webinar

Structured Notes: How Traders and Issuers Can Reduce Complexities of Structured Products

Structured notes are complex and in 2019 we’re observing a big push for diversification and a focus on repricing resulting in new complexities and challenges for the structured products market. This webinar provides transparency to the current and changing status of structured notes which will aim to help you manage these challenges.