More Market Risk Research & Insights

Nov 20, 2013
Many fixed income managers employ derivative overlay strategies to help them manage multiple risk factors...
Oct 15, 2013

As the Fed provides clarity over its plans to start slowing QE3, but ultimately decides to hold off on tapering...
Jul 10, 2013

Watch the Video: Leveraging a Robust Risk Scenario Framework
In this video blog Denny Yu, VP of Numerix Client...
Jun 5, 2013
While stress testing is a requirement for banks – prescribed by regulators and then scrutinized by shareholders –...
Apr 3, 2013

Research and backward glances around the 2008 financial crisis often reference dark points in the derivatives...
Mar 27, 2013
Annual or semi-annual regulatory stress testing is a fact of life for banks, and because of the complexity and...
Mar 6, 2013
FX TARNs (Target Accrual Redemption Notes) saw a reemergence of activity towards the end of 2012 and the beginning...
Sep 19, 2012
Over the last several months, many Foreign Exchange (FX) currency pairs have been trading in narrow ranges....
Apr 26, 2012
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...
Apr 24, 2012

Since the 2008 crisis, unprecedented levels of market volatility - specifically in the foreign exchange...

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