Numerix Counterparty RIsk Research & Insights

Apr 8, 2014
Global Capital | April 8, 2014 | By Mohit Agarwal, Numerix Financial Engineering Group
In this authored article,...
Apr 2, 2014
In the risk-neutral world, all investments grow, on average, at the risk-free rate. In reality, risky positions...
Apr 1, 2014
Wilmott Magazine | April 1, 2014 | By Wilmott Editors
This article discusses how MATLAB and Financial Instruments...
Mar 16, 2014
Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
Mar 13, 2014
The US Treasury bond futures are among the most liquid futures contracts in the world. Despite their widespread...
Mar 1, 2014
Structured Products | March 2014 | By Clive Davidson
Numerix’s clean sweep | Topping the tables in pricing and...
Mar 1, 2014
CIO Review | March 2014
Numerix: Novel Insights with Cross-Asset Pricing and Risk Analytics
In this CIO Review...
Feb 27, 2014

Trade reporting under EMIR began on February 12, and over the past several weeks it's been widely reported that...
Feb 19, 2014
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
Feb 18, 2014
Waters Technology | February 18, 2014 | By Jake Thomases
In this article Cubillas Ding, Research Director of the...

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