Featured Research

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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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Pricing & Valuation Research & Inisights

White Paper | Basel Under Trump – What, How and Will the U.S. Election Impact Global Regulation?
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...
On-Demand Webinar | Data Dependence Day: Risk Data Aggregation Challenges with FRTB and SA-CCR
Data Dependence Day: Risk Data Aggregation Challenges with FRTB and SA-CCR
No longer the ugly underbelly of banks...
Risk | Clients should prepare to pay MVA costs, say dealers
Risk | November 10, 2016 | louie woodall
The buy side should prepare to shoulder the cost to banks of funding...
White paper | FRTB's Sensitivity Based Approach: Methodology, Procedure and Case Studies on Business Impact
The Standardized Approach (SA) is here to stay. All banks subject to the Fundamental Review of Trading Book (FRTB...
Quantitative Research Paper | Algorithmic Differentiation for Callable Exotics
In this article, we study the algorithmic calculation of present values greeks for callable exotic instruments....
Risk Special Report | Fundamental Review of the Trading Book
FRTB is a work in progress. Even if we do not yet know every minute detail of the final regulations, banks will...
Risk | Move to vol-controlled funds adds new complexities for VA
Risk | October 31, 2016 | Dan Barnes
Variable annuity providers are having to manage the economics of ever more...
Analyst Report | Greenwich Associates - The Transformation of the Trading Business
Before 2008, revenues and profits on bank trading desks were so high that costs didn’t really matter. Those days...
Analyst Report | Celent - FRTB and the Upcoming Renaissance in Market Risk Management
Download a complimentary copy of Celent's latest report FRTB and the Upcoming Renaissance in Market Risk...
CV Magazine | CMO, James Jockle Featured on Cover of Technology Innovator Issue
Numerix CMO Jim Jockle is featured on the special issue of CV Magazine's Technology Innovator awards! The 4-page...

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