Featured Market Risk Research

Conference Presentation
Multi Asset Class Portfolio Attribution: Why, When and How

This presentation entitled “Multi Asset Class Portfolio Attribution: Why, When and How” was given by Satyam...

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On-Demand Webinar
PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation

PV and XVA Greeks for Callable Exotics: A New Approach to Algorithmic Differentiation Pricing and risk...

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Conference Presentation
From Theory to Implementation

This presentation entitled “From Theory to Implementation” was given by Franck Rossi of Numerix at the 2017 FRTB...

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Conference Presentation
Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts

This presentation entitled “Another Look at Some Quantitative Aspects of the FRTB: Portfolio-Specific Impacts” was...

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Written Blog – Apr 30, 2017
The Technology Wake-up Call for Hedge Funds & Asset Managers: Top 3 Priorities for Optimal Performance

Highlights the technology innovations buy-side firms need to adopt for the best execution of OTC derivatives...

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On-Demand Webinar
Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso

Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso During the 2016 US presidential campaign...

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Conference Presentation
Portfolio Performance Attribution: Why, When and How

This presentation entitled “Portfolio Performance Attribution: Why, When and How” was given by Martin Toyer of...

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Video Blog – Oct 14, 2016
FRTB Market Risk Management: Planning & Executing a Strategic Plan

In this video blog, Numerix CMO James Jockle sits down with Xenomorph CEO, Brian Sentance, to discuss a new...

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On-Demand Webinar
Utilizing Best Practices in Data Management to Avoid Regulatory Headaches and Market Risk Losses

Numerix ON-Demand Webinar  Utilizing Best Practices in Data Management to Avoid Regulatory Headaches...

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More Market Risk Research & Insights

Oct 27, 2014
Rethinking Corporate Hedging Strategies


With corporate hedging considered cheap and easy over the past few years, are today's corporates prepared for...
Jan 15, 2014
From the Volcker Rule to FVA’s Impact on Trade Profitability: The Challenges We Face

With the new year upon us, Wall Street has been once again reeling over the recent news surrounding the Volcker...
Nov 20, 2013
On-Demand Webinar | A Holistic View of Risk for Fixed Income Portfolios: Best Practices in Stress Testing & Collateral Management
Many fixed income managers employ derivative overlay strategies to help them manage multiple risk factors...
Oct 15, 2013
Managing FX Strategy: The Fed Taper, QE3 & Emerging Market Currencies

As the Fed provides clarity over its plans to start slowing QE3, but ultimately decides to hold off on tapering...
Jul 10, 2013
Beyond Regulatory Stress Testing: Leveraging A Robust Risk Scenario Framework

Watch the Video: Leveraging a Robust Risk Scenario Framework
In this video blog Denny Yu, VP of Numerix Client...
Jun 5, 2013
On-Demand Webinar | Building a Robust Stress Testing Framework – Best Practices for Designing & Implementing Comprehensive Risk Scenarios
While stress testing is a requirement for banks – prescribed by regulators and then scrutinized by shareholders –...
Apr 3, 2013
FX Derivatives in Emerging Markets

Research and backward glances around the 2008 financial crisis often reference dark points in the derivatives...
Mar 27, 2013
On-Demand Webinar | Stress Testing - Regulatory Nuisance or Indispensable Risk Management Tool?
Annual or semi-annual regulatory stress testing is a fact of life for banks, and because of the complexity and...
Mar 6, 2013
On-Demand Webinar | The Return of FX TARNs: Toxic Derivatives or Useful FX Hedging Tools?
FX TARNs (Target Accrual Redemption Notes) saw a reemergence of activity towards the end of 2012 and the beginning...
Sep 19, 2012
On-Demand Webinar | Double No Touch FX Option Strategies for Low Volatility Markets: A Case Study
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....

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