Featured Counterparty Risk Content

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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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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Numerix Counterparty RIsk Research & Insights

Slide Presentation | Efficient analytic price approximation for American Options: Discrete time-dependent parameters
Presented At Modeling High Frequency Data in Finance III Conference at Stevens Institute of Technology
Dr. Yuriy...
Improving Risk Management and Transparency for Structured Products
Partners Microsoft, Numerix and Thomson Reuters teamed up for an engaging panel discussion about how organizations...
Instrument Valuation Management Is a Concern, Says Xenomorph...
Our partner, Xenomorph, last week released an interesting white paper entitled: “Instrument Valuation Management:...
OTC Derivatives Valuation: Adoption of Multiple Pricing Curves
The following blog article was guest written by Kevin Samborn, vice president of valuation and risk management...
Advanced Valuation Methodologies for CLOs
The Exploration of Traditional Methods, Contrasted with Advanced Methodologies Based on Monte-Carlo Methods
With...
What’s Behind the U.S. Structured Products Industry’s $50 Billion Record Year?
Written By Guest Blogger, Keith Styrcula--Chairman, Structured Products Association
By all measures, the...
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...

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