White Paper Archive

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...
May 1, 2014

The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Moreover, it...
Apr 1, 2014
Model risk has gained renewed importance since the 2008 financial crisis. A strong contributor to model risk is...
Dec 30, 2013
Many of the most serious challenges facing banks boil down to this: how to get the information required to...
Dec 1, 2013
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
Nov 1, 2013
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...

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