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.
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.
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.
Dawn of Alternative Reference Rates: Curve Construction Fundamentals
In this presentation, Ping Sun, SVP of Financial Engineering for Numerix CrossAsset tackles curve complexity under RFRs
LIBOR Will Not Transition Quietly: What You Need to Know Now
In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition
The Current Landscape of Electronic Trading: A Discussion Among Experts
In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading
Front Office Automation: Key to Surviving the Markets of Tomorrow
This webinar covers the benefits firms stand to gain by developing automated, multi-asset trading platforms
Taking XVAs to the Next Level: Technology and XVAs State of Play
In this webinar, Numerix explored how banks have evolved over the past few years to incorporate the growing family of XVAs. The discussion centered around an Aite Group study based on conversations with heads or members of XVA trading desks, as well as pricing and risk management functions at regional and global banks.
Transformational Trends in Electronic Trading: Adapting to Change and Seizing Opportunity
Learn how the market is responding to an increasing automation of markets, and an increase in trading complexity as well.
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Numerix Quantitative Leadership Series: New Arbitrage-Free Parametric Volatility Surface
Dr. Michael Konikov, SVP and Head of Quantitative Development introduced a new parametric volatility surface, Ensemble Carr-Pelts (ECP), that guarantees the absence of arbitrage and has closed form expressions for both options values and local volatility.
Supporting ISDA SIMM™: Key Considerations You Need to Know
Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives?
Risk.net and Numerix: Transitioning to a Post-LIBOR world
Libor is a cornerstone of today’s financial industry, underpinning an estimated $350 trillion in contracts. The size, scale and scope of Libor usage makes the transition to a post-Libor world by 2021 arguably one of the biggest challenges facing financial firms.
Taking Quantitative Analytics Beyond the Spreadsheet
Learn how capital markets players are leveraging the combined power of MATLAB and Numerix CrossAsset to create rich quantitative modeling sandboxes with the robust controls and structure of enterprise level analytics.
XVA: Valuations’ Generation X
Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements.
The Availability of New Technologies and a Renewed Focus on Digital
In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets.
The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway
In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates
React, Adapt and Enact: The Catalysts to Capital Markets Transformation
In Part I of this white paper series examining the dynamics and future of front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services, Satyam Kancharla delivers an expert view on these drivers of change and their implications for the current and future state of the capital markets.
Moving Beyond LIBOR with Numerix’s Advanced Multi-Curve Framework
Examined curve stripping challenges resulting from the decomission of LIBOR and how Numerix’s cutting-edge multi-curve framework can help market participants address them. Presenter Ping Sun, PhD, SVP of Financial Engineering, Numerix