On-Demand Webinar – Apr 29, 2016

On-Demand Webinar | The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework

Numerix On-Demand Webinar The Next Chapter of FRTB: What to Know About FRTB’s New CVA Capital Framework Now that the Fundamental Review of the Trading Book’s (FRTB) Market Risk framework is finalized, the next piece of the FRTB puzzle to... Read More

Featured CVA Research & Insights

On-Demand Webinar – Apr 13, 2016
CVA Greeks:Their Importance, Common Calculation Methodologies, & Testing for Accuracy

CVA Greeks: Their Importance, Common Calculation Methodologies, & Testing for Accuracy Since the 2008...

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Video Blog – Nov 30, 2015
Derivatives Industry Update | FRTB CVA Framework & ISDA SIMM Methodology

Regulatory Update on Basel III Capital Requirements

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Case Study – Apr 9, 2015
pbb Deutsche Pfandbriefbank XVA/CVA Case Study

pbb selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance.

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CVA & Risk Technology Secures Top Honors For Numerix in the Waters Rankings 2012

Numerix Voted by End-User Firms and Waters Readers as Best Risk Analytics Provider and Best Credit Risk Solution Provider



New York, NY – July 19, 2012 – Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives...
Press Release
Numerix Launches Industry’s First CVA Roadshow Examining the Challenges of Credit Value Adjustment under Basel III

Numerix, Microsoft & PRMIA Partner to Host Global Executive Thought Leadership Event Series Addressing CVA Business, Quantitative and Technology Best Practices



New York, NY – June 4, 2012 – Numerix (www.numerix.com), the leading provider of...
Press Release
Numerix Tops 2012 Structured Products Magazine’s Technology Rankings with No. 1 CVA and Cross-Asset Pricing Solution

Numerix wins best overall taking top honors in the risk management & pricing categories



New York – March 8, 2012 – Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management,...
Press Release
pbb Deutsche Pfandbriefbank Chooses Numerix’s Award Winning CVA Solution
Numerix CVA selected for accurate, near real-time credit risk valuations
New York, NY – February 15, 2012 – Numerix (www.numerix.com), the leading provider of cross-asset analytics for derivatives valuations and risk management today announced that...
Press Release
Numerix Takes First Place in 2011 Risk Technology Rankings for Credit Valuation Adjustment (CVA) and Structured Products and Cross-Asset Pricing Analytic

Numerix Ranks in the Top Five for All Other Individual Pricing Categories



New York, NY – December 22, 2011– Numerix, (www.numerix.com) the leading independent provider of award winning cross-asset analytics for derivatives valuations and risk...
Press Release
2011 Risk Technology Rankings: Numerix tops cross-atured products pricing and CVA risk categories
Risk | December 2011|  By Clive Davidson
The Regulatory Push
Numerix has won first place in the Risk Magazine Technology Awards 2011 for the individual categories of "Pricing Analytics-Structured Products,” “Cross-Asset” and “Enterprise Risk...
News - Article PDF
Modeling Wrong Way Risk in CVA for Traders and Risk Managers
With traders and risk managers still facing many challenges and unanswered questions when it comes to Basel III compliance and the effective implementation of Credit Value Adjustment (CVA) practices, it’s no wonder that improving the ability to...
Written Blog
Modeling Wrong Way Risk in CVA for Quantitative Analysts
As market participants continue to evolve their trading and risk management practices, improving the ability to manage Credit Value Adjustment (CVA) is on the forefront for many institutions. To address these needs, Numerix is hosting a webinar...
Written Blog
Slide Presentation | 2011 Risk and CVA for Exotic Derivatives: The Universal Modeling
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Presented at Quant Congress USA | July 2011
At the 9th annual Quant Congress USA, Dr. Alexander Antonov, Senior Vice President, Quantitative Research at Numerix, presented “Risk and CVA for Exotic Derivatives: the...
Conference Presentation
On-Demand Webinar | To Hedge or Not to Hedge, That is the Question: Actively Hedging CVA and DVA
The debate lingers on…As the capital markets converge towards the need to better monitor and manage counterparty credit risk through CVA, market participants are faced with questions related to whether or not to actively hedge these counterparty...
On-Demand Webinar

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