Featured Counterparty Risk Content

White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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Newsletter Issue – Mar 28, 2024
Thinking Derivatively – March 2024 Newsletter

In this Issue | Cloud technology, Trends in global finance, Hot topics in structured finance

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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Newsletter Issue – Feb 6, 2024
Thinking Derivatively – January/February 2024 Newsletter

In this Issue | 2024 market themes, Structured credit markets, Quantitative trading strategies

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Newsletter Issue – Dec 13, 2023
Thinking Derivatively – December 2023 Newsletter

In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for...

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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White Paper
White paper | Is Your SOFR Readiness Being Put to the Test? Let’s Talk About Post-Transition Issues and Challenges

In this Q&A, five Numerix experts discuss the various issues tied to SOFR that are impacting the market.

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Numerix Counterparty RIsk Research & Insights

Achieving a unified view of risk: Managing CVA across the enterprise
FX-MM | May 8, 2013 | By Denny Yu
In this authored article Denny Yu of Numerix discusses how institutions can...
Yankee Legend Tommy John, Numerix and Counterparty Credit Risk - The Right Team | Risk Executive Series
RISK EXECUTIVE SERIES: PART III
James J. Jockle, Chief Marketing Officer at Numerix, discusses lessons learned...
Numerix, JPMorgan Eye Cross-Asset Application of Volatility Model
Waters Sell-Side Technology | April 2, 2013 | By Timothy Bourgaize Murray
A new Unspanned Stochastic Local...
Slide Presentation | GARP 2013 Derivative Trading Profitability and Risk Measures
Presented at GARP Annual Risk Management Convention | March 2013
Derivative Trading Profitability and Risk...
Numerix offers buy-side greater collateral controls
The Trade | February 22, 2013 | By The Trade Editorial Team
This article announces the firm's Cheapest-To-Deliver...
Managing Increased Valuation Complexity Of Credit Support Annexes
Global Capital | February 15, 2013 | Dan Li, v.p. Numerix financial engineering 
Dan Li of Numerix discusses the...
On-Demand Webinar | OIS Discounting Revisited - Swap Pricing in a Centrally Cleared World
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through...
The Futurization of Swaps – Dissecting the Debate

In this video blog, James Jockle, Numerix CMO, and Udi Sela, 20-year FX veteran and Vice President of Client...
Attention CROs: Do You Have All the Right Strategies in Place?
RISK EXECUTIVE SERIES: PART I
James J. Jockle, Chief Marketing Officer at Numerix, speaks out on the challenging...
The Intersection of Big Data and Risk Management
Risk management is dependent on data. But post crisis, modern risk management in banking poses unique Big Data...

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