White Paper Archive

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...
Oct 1, 2013

In this paper, Numerix Chief Strategy Officer & SVP, Satyam Kancharla, outlines industry best practices for...
Jul 1, 2013


This research paper, written by Chao Liang, FSA and Numerix Insurance Product Specialist, examines how the...
Jun 1, 2013

In this white paper, Numerix VP and Insurance Product Manager Ghali Boukfaoui, explores the theory behind and...
Dec 27, 2011

In this paper, we discuss recent developments in modeling and product design of variable annuities that address...

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