Numerix Pricing & Valuation Research & Inisights


In this video blog, CMO James Jockle sits down with Satyam Kancharla, Chief Strategy Officer at Numerix, and...
Whether you voted for him, against him or didn't have a dog in the hunt, Donald J. Trump is slated to be the 45th...
Data Dependence Day: Risk Data Aggregation Challenges with FRTB and SA-CCR
No longer the ugly underbelly of banks...
In this Month's Issue:
NEXT 2016 Recap: The Transformation of the Trading Business
On-Demand Webinar: FRTB: Key...
Risk | November 10, 2016 | louie woodall
The buy side should prepare to shoulder the cost to banks of funding...
The Standardized Approach (SA) is here to stay. All banks subject to the Fundamental Review of Trading Book (FRTB...

At the 2nd Annual Numerix Global User Conference CMO, Jim Jockle speaks with Head of Market Structure Research,...
In this article, we study the algorithmic calculation of present values greeks for callable exotic instruments....
FRTB is a work in progress. Even if we do not yet know every minute detail of the final regulations, banks will...
Risk | October 31, 2016 | Dan Barnes
Variable annuity providers are having to manage the economics of ever more...

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