Featured Counterparty Risk Content

White Paper
White paper | Six Themes that Characterize Trading in the Energy Markets Today

This paper explores certain trends and themes tied to today’s energy markets

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Newsletter Issue – Mar 13, 2023
Thinking Derivatively – March 2023 Newsletter

In this Issue | Energy Trading Themes, Numerix Case Study on Enhancing Risk Analytics, Technology Insights

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On-Demand Webinar
Risk.net On-Demand Webinar | XVAs and Counterparty Credit Risk for an Energy Market in Crisis

In November 2022, Risk.net hosted a panel discussion with five industry experts where they discussed the...

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Newsletter Issue – Jan 17, 2023
Thinking Derivatively – January 2023 Newsletter

In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations

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White Paper
White paper | Using Emerging Technologies to Improve the Risk Management Function

In this white paper, Numerix expert shares the technology themes and insights discussed by a keynote panel of risk...

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Newsletter Issue – Dec 13, 2022
Thinking Derivatively – December 2022 Newsletter

In this Issue | LIBOR Transition Challenges, Building Apps, Using Asset Projection Tools

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Machine Learning for Market Data Anomaly Detection & Gap Filling
On-Demand Webinar
Machine Learning for Market Data Anomaly Detection & Gap Filling

Presenters share how Machine Learning can be utilized to improve the quality of historical data for market risk...

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White Paper
White paper | The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues...

In this white paper, two Numerix experts share what they believe are some of the most significant themes and...

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Turbo-charging XVA Greek Calculations
On-Demand Webinar
On-Demand Solution Webinar | Turbo-charging XVA Greek Calculations

NUMERIX ON-DEMAND SOLUTION WEBINAR Turbo-charging XVA Greek Calculations NUMERIX ON-DEMAND...

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Numerix Counterparty RIsk Research & Insights

In-database Analytics – A path to the future?
Held in New York City on November 2nd and 3rd, the 16th annual flagship conference—Risk USA 2010—provided up-to-...
FX-Fixed Income Hybrids: Practical Pricing Issues
On November 2nd, Numerix hosted a complimentary webinar led by Senior Quantitative Analyst, Olga Us, discussing...
Implementing Change in Derivatives Regulations
You know changes are coming. You know they’re going to be big. What do you do while you wait?
And how do you...
Reflecting on SIFMA: Risk and the Explosion of Market Complexity

As SIFMA winds down today at the NY Hilton, it’s clear that risk is still at the forefront of everyone’s mind—and...
Powering Pre-Trade Analytics and Modeling
Yesterday, attendees at the A-Team Insight Exchange 2010 here in New York were witness to a lively and informative...
Comparing Market Model Accuracy to the Volatility Smile
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...
LIBOR Market Models for Smile-Dependent Exotics
Continuing our series on the use of advanced models (see The Bates Model), today we address the issue of pricing...
The Art and Science of Risk Management for Today's Markets
Risk isn’t just about numbers. It’s also about human nature. Financial institutions must have the courage to...
Bates Model and Cliquet Pricing in Numerix
Recently, we added the Bates stochastic volatility jump-diffusion model to the Numerix CrossAsset model library....
Quantitative Research Paper | Decoupled American Option Pricing Method: Computation of Implied Volatilities and Further Applications

In this article,we introduce a method for volatility computation from listed prices of American options on a un-...

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