Regulatory Research & Insights

PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders
On-Demand Webinar
On-Demand Solution Webinar | PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers...

NUMERIX ON-DEMAND SOLUTION WEBINAR PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers &...

Register for Webinar SHARE
FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
On-Demand Webinar
On-Demand Solution Webinar | FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity

NUMERIX ON-DEMAND SOLUTION WEBINAR FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity...

Register for Webinar SHARE
White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

Download Paper SHARE
Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

Register for Webinar SHARE
White Paper
White paper | Analyzing the Global Usage of XVAs: the Similarities and Differences Across Regions and Countries

This white paper uncovers the results of an internal Numerix survey we conducted with our own XVA experts based in...

Download Paper SHARE
White Paper
White paper | Technology and Human Disruptors Impacting the Capital Markets

In this paper learn how certain technology and human trends are transforming the capital market ecosystem

Download Paper SHARE
White Paper
Article | A Few Insights into Crypto Risk

In this new article, Numerix’s Satyam Kancharla, makes a number of key points about risks in the crypto market.

Read More SHARE
White Paper
White paper | The State of XVA Usage in Latin America – A 2022 Update

This is an update to a paper we published in August of 2020 on the state of XVA usage in Latin America, which...

Download Paper SHARE
White Paper
White paper | Decrypting Crypto: Explaining the Market and Understanding the Requirements for Successful...

This whitepaper takes an institutional perspective in examining the multiple dynamics of the cryptocurrency sector...

Download Paper SHARE

More Resources & Solutions

On-Demand Webinar | Risk.net and Numerix: Exploring MVA & Initial Margin
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...
Risk Magazine XVA Special Report 2018
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...
Putting Quantitative Innovation into Focus for XVAs


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Slide Presentation | QuantMinds- AD-on-LSMC for MVA and CVA Greeks
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
New Forces Impacting E-Trading of OTC Derivatives
When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular...
Report | SRP Structured Products Platforms Report 2018 - Numerix Profile
Across the capital markets electronic solutions are being embraced to address not only standardized derivatives...
The Top LIBOR Developments You Need to Know
By Liang Wu, Vice President of Financial Engineering and Head of CrossAsset Product Management, Numerix
LIBOR...
Pathwise XVA Greeks
Risk Magazine Cutting Edge Article | Pathwise XVA Greeks for Early Exercise Products
Price sensitivities to risk factors, otherwise known as Greeks, have recently been just as challenging to...
Slide Presentation | NEXT 2017 - Update on SIMM and Margining
Presented at Numerix next 2017 | October 2017
This presentation entitled “Update on SIMM and Margining” was given...
On-Demand Webinar | The End of LIBOR: Implications and Preparing for 2021
The End of LIBOR: Implications and Preparing for 2021
In July the FCA secured the final nail on LIBOR’s coffin as...

Pages