Numerix Pricing & Valuation Research & Inisights

To Our Readers:
A belated Happy New Year to our Numerix Blog readers, we raise our glass to you – our clients...
The broad implications of the revised capital framework proposed under the Fundamental Review of the Trading Book...
In this Month's Issue:
2017 Briefing Special Issue: What you Need to Know for the Year Ahead
Architecture, Data...
NUMERIX VANTAGE POINT SERIES
James Jockle, Chief Marketing Officer of Numerix, discusses transformation in banking...
NUMERIX VANTAGE POINT SERIES
Satyam Kancharla, Chief Strategy Officer of Numerix, discusses the latest...
the silicon review | December 2016
While profound changes in business can often present significant challenges,...

In this video blog, FX Expert Udi Sela and CMO Jim Jockle provide a macroeconomic outlook and global market...
We generalize the algorithmic differentiation method proposed by Antonov (2016) from price Greeks to XVA Greeks....
FRTB: The Smoking Gun for Legacy Banking Technology
The Fundamental Review of the Trading Book (FRTB) has exposed...
Key contributors from Risk.net share the results from their inaugural survey on the Basel Committee’s Fundamental...

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