Analyst Report| White Paper – Sep 8, 2016

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 understated. The Fundamental Review of the Trading Book (FRTB) and the standardized approach for measuring counterparty credit risk... Read More

Featured XVA Research & Insights

In The News – Aug 5, 2016
Risk | MVA: swaps scale new heights in complexity

Risk | July 29, 2016 | Nazneen Sherif Banks are turning their attention to calculating a new derivatives...

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On-Demand Webinar – Apr 29, 2016
The Next Chapter of FRTB: CVA Capital Framework

What You Need to Know About FRTB’s New CVA Capital Framework

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Video Blog – Jul 15, 2016
CVA, Brexit and Cross-Gamma

The recent vote on the Brexit has left the global economy with one major question: What Happens Next? In this...

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Video Blog – May 24, 2016
FRTB Market Risk Capital Fundamentals Explained

Sammy Colas breaks down the two methodologies outlined by the final FRTB market risk capital regulation.

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In The News – Dec 8, 2015
Risk.net | Year of the XVAs: Top Technical Papers and Authors of 2015

Numerix Research recognized in Risk Magazine Technical Research 2015

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On-Demand Webinar – Dec 10, 2015
KVA for Counterparty Credit Risk Capital & CVA Capital

Capital Valuation Adjustment (KVA) is a recent addition to the family of XVAs, capturing the cost of tying up...

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On-Demand Webinar – Apr 13, 2016
CVA Greeks:Their Importance, Common Calculation Methodologies, & Testing for Accuracy

CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy Since the 2008...

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On-Demand Webinar – Mar 10, 2016
XVA Best Practices: Regulatory Drivers, Analytical Challenges and Techniques for Recapturing Profitability

XVA Best Practices: Regulatory Drivers, Analytical Challenges & Techniques for Recapturing Profitability...

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Info Graphic – May 11, 2015
XVAs Defined: The Profitability Puzzle

Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business. XVAs covered include: EVA,

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More on Valuation Adjustments and XVAs

On-Demand Webinar | A Primer on Solvency II for Insurers Around the Globe
Solvency II is a transformative regulation for the European insurance industry, as it harmonizes the regulatory...
On-Demand Webinar | FIA Market Trends & Modeling Challenges: A CEB TowerGroup & Numerix Co-Presentation
As the US population ages and private pensions dwindle, insurance retirement products like annuities have become...
Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
On-Demand Webinar | Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations
The computation of counterparty credit exposures such as Potential Future Exposure (PFE), as well as Economic...
The Watch List | Interest Rate Watch, New KVA Study

In this weekly news series Jim Jockle, CMO of Numerix tackles the top news items impacting the state of the...
From the Great Recession to Real-time Risk: Numerix CEO Steve O’Hanlon Discusses the Power of Reinvention

In this exclusive interview, held at the most recent FTF Awards ceremony in New York City, Numerix CEO and...
Info Graphic | Navigating the Uncharted Waters of Negative Rates
As the prolonged negative interest rate environment persists, negative rates continue to be a critically important...
Structured Products | Cost Pressures Spur Growth in Multi-issuer Platforms
Structured Products | August 21, 2015 | By Dan Barnes
Dealers and private banks are being pushed towards efficient...
Numerix Regional Trends & Analysis: The Nordics

This video blog kicks off a new video series where we will be providing regional trends and analysis that examine...
Navigating the Challenges of Prolonged Negative Interest Rates in Global Markets
As we continue to navigate the unchartered waters of prolonged negative interest rates on financial markets around...
Demystifying the XVAs: DerivSource Podcast
With evolving regulations considered key drivers behind the new era of ‘real-time’ risk management, integrating...

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