XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.
Blockchain's Potential on Capital Markets with Graeme Moore
Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking?
November Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions
Thriving Amidst Volatility in the Energy Markets
The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive.
Navigating the Turbulent Energy Market with Karl Sees
The episode is a deep into the shifting landscape of the energy and commodities markets.
The Impact of AI and ML on Investing with Chandini Jain
Imagine a world where artificial intelligence dictates your financial decisions; it might be just around the corner.
PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders
Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions.
Venturing into Virtual Reality and Finance with Lyron Bentovim
What if you could see data differently? Not just as numbers on a 2-D screen but as images that tell a story.
FRTB: Are you ready for a new era in market risk management?
Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster
Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth.
October Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Episodes, Free Trial of FAS Still Available, FRTB On-Demand Webinar
FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance.
Four Tech Trends you Need to be Tracking with Neil Chinai
Hear about the four trends you need to be tracking if you currently work in or parallel to the finance industry.
A Deep Dive into the Role of AI in Finance with Prag Sharma
Prepare for a deep dive into the intricate world of artificial intelligence with our esteemed guest Prag Sharma.
September Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Series, Free Trial of FAS, Register for Live Webinar
Introducing the Numerix Podcast: Navigating Trends in the Capital Markets
We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge.
Assessing the Rise in Popularity of Zero Day Options
Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios.
August Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Three Big FRTB Issues, Optimizing Cloud for Risk Management, New Numerix Acquisition
Using Emerging Technologies to Improve the Risk Management Function
This white paper shares the technology themes and insights discussed by a keynote panel of risk experts featured at the Risk USA event in October 2022.
January Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations
Numerix Journal Vol. 8 No. 1
The Vol 8. No. 1 Issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix.
The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues and Challenges
Two Numerix experts share what they believe are some of the most significant themes and concerns that exist as firms forge ahead with their transition plans.
Coalition Greenwich Report
Modernizing Risk Management Technology: Has the Game Changed?, a new report produced by Coalition Greenwich, focuses on how the new macroeconomic regime has impacted and changed the factors that feed into market risk.
Analyzing the Global Usage of XVAs
This white paper uncovers how XVAs are used across different regions and countries and is based on the results of an internal Numerix survey we conducted with our own XVA experts based in the U.S./Canada, Latin America, EMEA and APAC.
Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition
This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products.
Technology and Human Disruptors Impacting the Capital Markets
This paper reveals how certain technology and human trends are transforming the capital market ecosystem.
A Few Insights into Crypto Risk
In this article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
The State of XVA Usage in Latin America – A 2022 Update
This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which included observations on implementation trends among different countries, types of valuation adjustments used, and the challenges and obstacles to XVA adoption in the region.
Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful Institutional Participation
This white paper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector
Where are you in your SEC Rule 18f-4 implementation?
Attention all ETF and Fund companies. The SEC is adopting a modern regulatory framework for derivatives use which has a compliance deadline of August 19, 2022.
Archegos Collapse Raises Red Flags About Risk Management Systems—and Underscores Need for Investment in Technology
In this article, the Numerix Risk Team reveals how the Archegos debacle exposed cracks in banks’ risk systems.
The XVA Challenges Energy Traders Face in a Complicated and Volatile Market
Learn about some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.
Innovation Through Fintech Partnership: Numerix + CubeLogic
Discover how the accelerating pace of technology innovation Is spawning breakthroughs in capital markets solutions.
New QuantTech Platforms Paving Way for More Effective Trading Operations
QuantTech is comprised of comprehensive development platforms, rich data management capabilities and streaming real-time analytics for creating, testing and deploying innovative ideas.
Digitalization and New Tech Bring Opportunity and Changing Approaches to Derivatives Markets
In this article Numerix technologist, Linus Yu, joins Heads of Collateral and Liquidity Management, Treasury and Market Risk at some of the world’s leading banks to discuss where they see the path forward for building a more impactful future-state infrastructure for a derivatives business.
Aite-Novarica Report
In new research report Audrey Blater of the Aite-Novarica Group shares key findings from her one-on-one interviews with key stakeholders across the financial services sector to uncover what’s driving cloud migration decisions for trading and risk management functions.
The report analyzes the factors influencing banks when it comes to deciding whether or not to migrate to the cloud and discusses what is needed to bring a pro-cloud shift into the decision-making process. The report also provides views on why on-premise legacy systems may or may not be preferred.
Risk.net | LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve
This webinar will examine how financial institutions can be forward looking and robustly advancing towards the adoption of new alternative rates in Asia.
Numerix and CubeLogic | Risk Management Post COVID-19: Lessons Learned So Far
This event provided an overview on how Risk Management has changed in the context of the COVID-19 pandemic.
The LIBOR Transition: A Risk Management Stress Event
Why should the LIBOR transition be viewed as a major risk management stress event.
Preparándonos para un mundo sin la tasa Libor
Augusto Carvalho, Director Regional de Preventas de Numerix e Igor González, Director de Operaciones de PiP, brindan una actualización profunda del mercado y progreso de esta transición.
Transitioning LIBOR in the Context of COVID-19
As the October 2020 date rapidly approaches for LCH and CME to shift from using OIS to SOFR for discounting of US dollar interest rate derivatives, this panel provides a market update and progress on the LIBOR transition focusing on derivatives market participants.
The Benefits of Python with Numerix CrossAsset: Migrating Excel Use Cases to Python
In this webinar, Brian Boucher, VP Product Management at Numerix, details the advantages of using Python over Excel and explains how Python can help give you an edge in today's markets.
Structured Products: Transforming Risk into Opportunities
This webinar examines the most recent period of extreme volatility the global markets have experienced, in response to acute concerns over the economic impact of Covid-19. Find out what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.
The LIBOR Transition: Impact of SOFR Switch on Swaptions
In this webinar Ping Sun, SVP of Financial Engineering at Numerix, will examine the impact of the Fed Funds/SOFR switch on value transfers for swaptions and explore what this could mean for swaption pricing going forward.
The LIBOR Transition: Fallback Curve Analysis
Learn about the latest developments from ISDA’s IBOR fallback consultation and how you can use Numerix CrossAsset to conduct P&L impact analyses on LIBOR fallback curves.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
Risk.net | LIBOR Countdown: Spotlight on Derivatives
This webinar examined the pros and cons of swaps fallback language, the case for pre-cessation triggers, as well as preparing for SOFR/ESTR discounting.
LIBOR Transition in 2020: Discussion with Numerix & Greenwich Associates
As the industry moves closer to LIBOR’s planned 2021 transition, in this video roundtable discussion Ping Sun, SVP of the LIBOR Transition for Numerix and Kevin McPartland, MD for Greenwich Associates discuss their top LIBOR transition concerns going into 2020.
Applying AI to Streamline the LIBOR Transition
Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020.
Greenwich Associates Webinar: Trading, Technology and the Libor Transition
An interactive discussion on the impacts of the Libor transition on the technology and processes that power the trading desk.
Impact Analysis: The 2020 Clearing House Switch from OIS to SOFR Discounting
Learn how Numerix and Python can be used to perform impact analysis on the switch from OIS to SOFR discounting, including the expected cash compensation and risk exchanges from major clearing houses in October 2020.
Preparing for the Switch to SOFR Discounting
Ping Sun, SVP of Financial Engineering for Numerix explores the many facets of discounting risk as exchanges switch from OIS to SOFR discounting.
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.
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.
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.