White Paper Archive

Nov 17, 2016
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...
Nov 9, 2016
The Standardized Approach (SA) is here to stay. All banks subject to the Fundamental Review of Trading Book (FRTB...
Sep 8, 2016
The net impact of the barrage of incoming regulatory requirements on the risk-management function should not be...
May 20, 2016
Insurance guarantees are exotic in nature because they have to take into consideration not only actuarial...
May 17, 2016
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
Aug 11, 2015
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
Jun 12, 2015
The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by...
Dec 2, 2014
In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the...
Nov 24, 2014
The changing landscape of derivatives trading in recent years has led to shrinking margins, greater volumes and...
Jul 2, 2014
Basel 3, Dodd-Frank, Solvency II, and of course, the Supervisory Guidance on Model Risk Management (OCC Bulletin...

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