Numerix Counterparty RIsk Research & Insights

Jul 20, 2018


XVAs are deeply engrained in the derivatives business today. Whether a financial institution is quantifying them...
Jul 11, 2018

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
Jul 11, 2018
By Andrew McClelland, Ph.D., Director of Quantitative Research, Numerix
 
In April 2018, ISDA published its latest...
Jul 10, 2018


  JULY 2018 NEWSLETTER

Market Developments | LIBOR Alternative Rates: The Future of OTC Derivatives Pricing
The...
Jul 9, 2018
Microsoft Perspectives | Summer 2018

In this issue of Microsoft Perspectives experts from around the industry...
Jul 5, 2018
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...
Jul 5, 2018

XVA, in the simplest terms, is about capturing the costs of running an OTC derivatives operation. However, it is...
Jun 29, 2018
ON-DEMAND SOLUTION WEBINAR
A COMPETITIVE EDGE IN OTC E-TRADING
Next-Generation Technology Capable of...
Jun 22, 2018

                        
Riesgo de Contraparte para Latinoamerica (CVA)
Desde la crisis de 2007/2008, el Riesgo...
Jun 19, 2018
The Vol 5. No. 1 Issue of the Numerix Journal, focuses on Numerix’s offerings of models, beginning with papers...

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