Exploring 3 Major Challenges of the SOFR Transition
Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments.
Navigating Real-Time Pricing and Risk of Same-Day Options
Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.
January/February Newsletter 2024
Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies
3 Factors Transforming Mortgage-backed Security (MBS) Investing
Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report.
These 2023 Themes Will Continue to Dominate in 2024
As the new year started, there was talk at Numerix about particular industry topics that dominated in 2023 that are expected to continue being of significant focus in 2024. So, we took a look back at the best stories we published last year on these same subjects and believe they are worth sharing with you again. Why? We think this collection paints a picture of some of the key areas where industry thinking will continue to be heading this year.
FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.
Webinar Recap: Using PnL Explain Analytics to Fuel Trading and Risk Decisions
Get top takeaways from our solution webinar exploring the valuable role of PnL Explain Analytics. Discover how the PnL Explain analytics in Numerix Oneview can provide you with critical insights that inform on-point daily trading and risk decisions.
Using Cloud Technology to Stay Ahead in Competitive Markets
Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management.
Portfolio Management Using Advanced Market & Credit Simulations
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Discover the Numerix Difference
Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios.
ChatGPT: Does it have a place in the Capital Markets?
In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how?
Coalition Greenwich Report
This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates.
Numerix Top 5: Thought Leadership Year in Review
It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023.
Charting the Course for Structured Credit Markets in 2024
In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them.
Zero Day Options Gain Momentum with New Contract Offerings
Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market.
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges
In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.
December Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs
Using Cloud Technology to Stay Ahead in Competitive Markets
Thriving in a complex financial environment demands innovation. Discover how Enfusion partnered with FINCAD to leverage cutting-edge cloud technology for valuation and risk management.
ChatGPT: Does it have a place in the Capital Markets?
In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows, and if so, how?
Coalition Greenwich Report
This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates.
Numerix Top 5: Thought Leadership Year in Review
It’s been a year of ups and downs for market participants trading derivatives and fixed income instruments. Through all complexity, we’ve strived to offer timely and relevant insights that help you navigate today’s most pressing market and business-related challenges. Today, we share our top 5 most popular resources from 2023.
Zero Day Options Gain Momentum with New Contract Offerings
Nasdaq recently listed a series of new weekly options contracts, which traders can utilize for trading zero-day to expiration (ODTE) options. It’s speculated that Nasdaq is aiming to take advantage of the recent surge in zero-day options popularity and ramping up for continued growth in this market.
Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges
In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.
December Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for RFRs
Celent Research: Risk Technology for a Digital World
In a recent Solution Brief, Celent undertook an independent evaluation of Numerix Oneview’s market risk and NxCore offerings. Findings of the report, which was not sponsored, revealed that Numerix technology excels at enabling firms to meet the current and future risk demands of a fast-paced digital world.
Perspectives 2023: How Financial Institutions Are Continuing to Hedge
In September 2023, we distributed an internal survey to Numerix client-facing professionals to collect information regarding our clients’ current hedging strategies and what drives those strategies. This paper shares the survey’s insightful results.
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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.
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.
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
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
Empowering Women in Finance with a $20,000 Scholarship Award
The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree.
Risk.net | XVAs and Counterparty Credit Risk for an Energy Market in Crisis
In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the complexities of valuation adjustments and counterparty credit risk modelling for firms grappling with the European energy market crisis.
Machine Learning for Market Data Anomaly Detection & Gap Filling
Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk calculations.
Turbo-charging XVA Greek Calculations
Learn about Numerix’s latest innovation in its XVA engine to support high-speed XVA Greek calculations.
NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built
See examples of capital markets apps built with NxCore Cloud and understand the thinking behind them, to inspire you to build your own.
Portfolio Management Using Advanced Market & Credit Simulations
Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation decisions.
Modernizing Risk Management Technology: Has the Game Changed?
How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks?
Practical Implementation of a Quantitative Platform for Risk & Valuation Analytics
In this series, we interview Philippe Hatstadt, Chief Risk Officer (CRO) from Exos Financial, about what it takes to successfully build and utilize a risk system, as well as common pitfalls to avoid.
Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine
Discover how Numerix shifted Oneview, its flagship software, to a cloud-native architecture and the benefits this provides to users.
Build Capital Market Apps Faster with NxCore Cloud
Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users.
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Derivative Insider Webinar Series: Cautionary Insights on Software Development
In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h
The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives
In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors.
LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can Help
Find out how new Risk Free Rates (RFRs) have been adopted in derivatives markets around the globe, and learn how Numerix analytics can help firms price new RFR products, construct RFR curves, and build volatility surfaces.
Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs
Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation and gain an enhanced risk management approach for your derivatives operations.
To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption
Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions.
Estimating Cross-Model Correlations for CCR & XVA
In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA.
Transforming Treasury and Derivatives management post Covid-19
In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk.
Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits
In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business.
Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets
Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the dynamics that complicate modelling,