Jan 8, 2016

Best of 2015 Research & Insights: A Collection of Resources to Help Your Business

Reflecting back on the past year, we’ve once again witnessed another dynamic 12 months full of ongoing change for the derivatives industry. Whether navigating the continually evolving regulatory landscape, or the growing smorgasbord of XVAs—from KVA to MVA and everything in between—it’s been a compelling and industrious year for derivative market participants. From Basel III to FRTB, it's a time for change, growth and looking ahead with optimism toward the continuing development of our own pricing and risk management best practices and infrastructure. That's why, to help your business navigate the ever-changing derivatives landscape in the new year, we are providing this toolkit of resources, highlighting some of our best content from 2015.

Your 2016 Toolkit of Resources:
Highlights from The Best of Numerix 2015
to Help Your Business


  1. Is Your Organization Prepared for the Next Evolution of FRTB Guidelines?
  2. What's on the Plate of Risk Managers? Exploring 2015-2016 OTC Derivatives Industry Risk Appetites
  3. Risk Executive Series | What’s Driving Risk Infrastructure for OTC Derivatives?
  4. The Fundamentals of Basel III Bank Capital Regulations
  5. Bringing Real-time Risk into the Decision-making Process


  1. XVAs Defined: The Profitability Puzzle
  2. KVA for Counterparty Credit Risk Capital & CVA Capital
  3. Navigating the Uncharted Waters of Negative Rates
  4. The Introduction of Margin Valuation Adjustment: A Newcomer to the ‘XVA Party’
  5. Basel III Implementation: What's Next? Tackling Liquidity, Stress Testing & Fundamental Review of the Trading Book


  1. On-Demand Webinar | Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs
  2. FIAs Flying High
  3. Real World Economic Scenario Generation: Typical Uses, Common Modeling Challenges & Practical Examples s
  4. A Primer on Solvency II for Insurers Around the Globe
  5. Insurance Trend Talk: Variable Annuity Product Modeling and Hedging


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