Numerix Pricing & Valuation Research & Inisights

The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR ’s coffin as...
In this Month's Issue:
xVA Transformation: Market Perspectives and Best Practices
Impact Report: Risk System...
Tipping Points for Legacy Risk System Replacement: The CRO View
Risk management is a critical function but it is...
Presented at the Risk USA Conference | October 2017
This presentation entitled “Margin Valuation Adjustments” was...
Presented at The 13th Fixed Income Conference | October 2017
This presentation entitled “Efficient MVA by Backward...
The xVA Transformation: Market Perspectives and Best Practices
xVA has been a part of the derivatives conversation...
In this Month's Issue:
MVA Update: Practical Calculations as Margining Rules Tighten
Cybersecurity: How Fintech...
If firms are to meet the market’s requirements for the future, the steps to transform a legacy risk environment...
The Fundamental Review of the Trading Book (FRTB) is one of the biggest and most significant market risk...
New Greenwich Associates Report Discusses Why the Use of New Trading Technology Will Separate the Winners from the...

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