Derivatives Insights & Innovations

In this month's issue:


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 FRTB Insights

BCBS 239 Progress Report: Is Risk Data Aggregation and Reporting a One-time Compliance Exercise or a Dynamic, Ongoing Process?

Numerix CMO James Jockle provides a brief look at the Basel Committee's Progress Report on the Implementation of Principles for Effective Risk Data Aggregation and Risk Reporting. Read Blog

James Jockle

FRTB: The Technology Considerations and What You Need to Know

FRTB will manifestly change the way banks run their trading business; banking infrastructure must rise to new demands. With band-aided, legacy systems becoming costly to adapt and falling short, this paper helps banks to better understand the technology architecture needed to meet the new flexibility, agility, scalability and computational requirements. Download White Paper

FRTB: The Technology Considerations and What You Need to Know FRTB Q&A: Seizing the Opportunity of Transformational Change

On a Q&A panel with market risk practitioners, Dr. Andrew McClelland of Numerix gives insight on the revolution in data, advances in technology, and trading structures and hedging strategies. Read News Article

Andy McClelland

Trend Lines: Electronification of Exotics and Structured Products

2017 Market Outlook with Greenwich Associates

Electronification of Illiquid Markets: Can Structured Products and Exotics become a Flow Business?

In this on-demand webinar, featured speaker Robert Gray discussed the industry challenges and market forces continuing drive toward the electronification of the OTC derivatives markets, the latest products to make the move, and how technology advancements are putting the shift in reach of institutions big and small.
Watch On-Demand

Electronification of Capital Markets

The Electronification of Capital Markets — Not Just for Tier I Institutions

OTC Derivatives are the next in the long line of markets that have moved from manual trading to electronic trading. While tier 1 capital markets players may be ahead of the game on making this move, Rob Gray discusses the drivers for the evolution and why technology advancements have made it possible for banks of all sizes to realize the benefits.
Read Blog

Electronification of Capital Markets

Video Q&A: Automated RFQs in Structured Products Help Banks Get with the Flow

With a flood of regulations and new margin rules, the resurfacing of electronification couldn’t happen any sooner. Robert Gray, OTC Derivatives and Market Expert, breaks down the recent role electronification plays in exotics and structured products and gives his take on how electronification will continue to assist businesses.
Watch Video

Numerix Acquries TFG

 Hedge Funds

Conference Presentation: Portfolio Performance Attribution: Why, When and How

Martin Toyer of Numerix presented at the March 2017 Buy-Side Risk Europe conference. Topics included theme based attribution, risk based attribution, dealing with change, stress testing and liquidity risk, and keeping up with the market. Download Presentation

Martin Toyer Conference Presentation

Numerix Acquires TFG Financial Systems

"Built on a real-time, distributed, fault tolerant, event-driven calculation framework with dynamic directed graph technology, TFG is a state-of-the-art software built for real-time systems." Steve O' Hanlon, CEO of Numerix. Numerix, has acquired TFG Financial Systems, the only real-time risk, P&L and position management system in the industry.
Read Press Release

Numerix Acquires TFG

 Upcoming Events and Webinars

April 24-26 | 8th Annual Practical CVA and KVA Forum, London

May 8-12 | Global Derivatives Trading & Risk Management Conference 2017, Barcelona

May 16 | FRTB Implementation Summit 2017, New York

May 23 | FRTB Implementation Summit Europe 2017, London

May 22-24 Financial Services Technology Summit Europe 2017, Frankfurt

Webinar: Hedging USD/MXN: How to Hedge the Trump Era Policy Impacts on the Peso

For more information about Numerix webinars please visit our Events page.

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