Featured Research

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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White Paper
White paper | Zero-Day Options: Unique Market Dynamics and Risk Considerations

To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of...

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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White Paper
White paper | Structured Credit: The Outlook for 2024

This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed...

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White Paper
White paper | If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud

In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his...

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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Journal Issue
Numerix Journal Vol. 9, No. 1

The Vol 9. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and...

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On-Demand Webinar
Risk.net On-Demand Webinar | 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...

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Numerix Pricing & Valuation Research & Inisights

Slide Presentation | MATLAB Computational Finance Conference - Pricing and Risk Analytics with the MATLAB-Numerix Interface
Presented at the MATLAB Computational Finance Conference | September 2017
This presentation entitled “Pricing and...
Quantitative Research Paper | Efficient SIMM-MVA Calculations for Callable Exotics
Efficient SIMM-MVA Calculations for Callable Exotics - See more at: https://www.numerix.com/quantitative-research-...
Slide Presentation | Asia Risk Congress 2017 - Efficient MVA by Backward Differentiation
Presented at the Asia Risk Congress | September 2017
This presentation entitled “Efficient MVA by Backward...
On-Demand Webinar | MVA: Rationale and Practical Calculations as Margining Rules Tighten
MVA: Rationale and Practical Calculations as Margining Rules Tighten
In the wake of regulatory initial margining...
White paper | The Rise of xVA and How It Transformed an Entire Industry
Over the last decade, the banking industry has had to traverse immense change, particularly regulatory changes...
Optimizing for FRTB: The Case for a Cloud-Based Approach

Tough decisions often force us to leave our comfort zones. Almost as often, they’re an impetus for growth. For...
Slide Presentation | Il Congreso Latinoamericano de Riesgos 2017 – Counterparty Risk and The Newest Market Adjustments
Presented at the Il Congreso Latinoamericano de Riesgos | August 2017
Dada la importancia que está teniendo el CVA...
White paper | Finding Flow: The Case for Electronification in OTC Markets, Its Evolution and Its Future in Illiquid Markets
The financial services industry has been in a state of rapid flux ever since the first of a series of critical...
The top three benefits of early FRTB preparedness

Learn how taking a proactive approach to FRTB can bring capital benefits and enable banks to achieve competitive...
Numerix Journal Vol. 4 No. 1
The Vol 4. No. 1 Issue of the Numerix Journal, focuses on FRTB (the Fundamental Review of the Trading Book). In...

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