analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Events Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform white paper Navigating Regulatory Uncertainty in 2025 Coping with stringent regulations like MiFIR and FRTB, and shifting U.S. policies, means firms must remain agile. Our white paper offers proven strategies for navigating regulatory complexity. Read white paper blog What the DORA Regulation Means for Financial Institutions in 2025 DORA is here—Is your firm prepared? The EU’s Digital Operational Resilience Act (DORA) is now in effect, transforming cybersecurity and third-party risk management. Our blog explores DORA’s impact on financial institutions. Read Blog blog Zero-day options (0DTE) Start 2025 Off with a Bang Zero-day options (0DTE) are having their moment. In the fourth quarter of 2024, 0DTE options on the S&P 500 Index became the most traded, surpassing all other expiration dates combined. In today’s blog we provide access to our top resources surrounding 0DTE options trading and risk. Read Blog newsletter January Newsletter 2025 Thinking Derivatively | January 2025 | In this Issue | Capital Markets Trends for 2025, Coping with Market Volatility, Numerix Secures 27 Awards Read newsletter blog Key Capital Markets Trends to Watch in 2025 As we move deeper into 2025, what trends are likely to be at the forefront, shaping the capital markets? Satyam Kancharla, Executive VP and Chief Product Officer at Numerix, addresses this question and opines on how changing market dynamics will impact analytics requirements. Read Blog article Analytics Key as Economic Uncertainty Looms in 2025 This article, featured in GlobalCapital’s Review 2024/ Outlook 2025 report, discusses key capital markets trends to watch in 2025. Read article blog Exploring the Growing Demand for Values-based Investing One influential movement redefining the financial landscape is Environmental, Social, and Governance (ESG) investing. In today’s blog, we discuss the evolution of ESG, key considerations and how financial firms are responding. Read Blog webinar Charting Volatility: Strategic Insights on APAC Monetary Policy Divergence and Market Dynamics Discover how financial institutions are coping with market volatility and differing monetary policies across the APAC region. Register Now blog Celebrating Numerix’s Top 5 Resources of 2024 As 2024 comes to a close, we are looking forward to all the exciting opportunities that lie ahead in the new year. But before we bid 2024 farewell, we’d like to take a look back at five of our top-performing resources from the last year. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded newsletter December Newsletter 2024 Thinking Derivatively | December 2024 | In this Issue | Numerix Named Tech Vendor of the Year, Investment Certificate Market Update, Rise of Quant Credit Trading Strategies Read newsletter webinar Investment Certificates & Innovation: An Intesa Sanpaolo & Numerix Case Study Join Alessandro Manini and Samuele Marafin of Intesa Sanpaolo, along with Martina Nicolao of Numerix as they discuss the investment certificate market and delve into how Numerix analytics were utilized by Intesa Sanpaolo to model new types of investment certificates. Register Now blog Rise of Quantitative Credit Trading Strategies in Fixed-Income Markets More institutional investors, including hedge funds, are capturing inefficiencies in the corporate bond market with systematic credit trading strategies. In this blog, we dig into the current trends of this popular trading strategy. Read Blog blog Using Algorithmic Differentiation (AD) for Enhancing Stability and Speed in Risk Computation Accurate and efficient computation of Greeks is essential to managing risk and informing trading decisions. While the Bump-and-Reprice method is commonly used, AD offers faster, more stable computations. Explore AD's advantages in our blog. Read Blog blog Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections This blog, first published by QuantMinds International, exposes the challenges and methodologies involved in integrating pricing and risk models, and highlights the nuances and innovations that drive this key aspect of risk measurement. Read Blog podcast Unlocking AI's Power in Finance with Fawaz Chaudhry In this episode of Trading Tomorrow, we explore the groundbreaking ways artificial intelligence is reshaping finance with insights from Fawaz Chaudhry, the Head of Equities for Fulcrum Asset Management. Listen to podcast blog Mastering XVA: Learning Series In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge. Read Blog newsletter November Newsletter 2024 Thinking Derivatively | November 2024 | In this Issue | Algorithmic Differentiation, Update on the CMBS Market, The Reality of AI in Finance Read newsletter case study TDC: Valuation and Risk of Complex Portfolios using FINCAD Analytics Suite from Numerix TDC’s pension team recognized the need to add a sophisticated solution for modeling and performing risk calculations on its interest rate derivatives portfolio for risk management, accounting and trading. View case study Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Page 9 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform Content type All Publications Analyst report Article Blog post Journal issue Newsletter Quantitative research White paper blog Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections This blog, first published by QuantMinds International, exposes the challenges and methodologies involved in integrating pricing and risk models, and highlights the nuances and innovations that drive this key aspect of risk measurement. Read Blog blog Mastering XVA: Learning Series In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge. Read Blog newsletter November Newsletter 2024 Thinking Derivatively | November 2024 | In this Issue | Algorithmic Differentiation, Update on the CMBS Market, The Reality of AI in Finance Read newsletter blog Navigating the Reality of GenAI in Risk Management Society’s preoccupation with AI, particularly generative AI (GenAI), has ignited high expectations across industries, including finance. But questions remain over the realistic capabilities of AI as it stands today. In today’s blog, we explore the practical use cases and limitations of GenAI as they pertain to risk management. Read Blog blog CMBS Market on Track for Reinvigoration in 2025 As we approach 2025, the Commercial Mortgage-Backed Securities (CMBS) market is experiencing a resurgence in activity. This blog gives highlights of the current CMBS market, based on takeaways from the recent ABS East structured finance event. Read Blog blog Navigating Banking Architecture in an Age of Digital Transformation As the financial industry undergoes rapid digital transformation, banks face critical decisions about their architecture: including whether to deploy technology on-premise, in the public cloud, or in the private cloud. This blog reveals key considerations for banks as they navigate this intricate decision-making process. Read Blog newsletter October Newsletter 2024 Thinking Derivatively | October 2024 | In this Issue | Clean Data and Bank’s Digital Journeys, XVAs on the Buy Side, Valuation and Risk for Zero-Day Options Read newsletter blog Fall Fast Track: Deep Dive into Volatility in the FX Markets The heightened volatility we’re seeing in the FX markets introduces significant risks to market players if not handled with precision. This blog offers you access to an exclusive resource series from our quantitative experts that will help you better navigate FX market volatility. Read Blog blog Zero-day Options 101: Coping with Fundamental Valuation and Risk Challenges Zero day to expiry (0DTE) options trading is on the rise. Are you up-to-date with all the latest news and insights surrounding these popular, yet risky investment types? The carefully curated resources in this blog post will give you a deep dive into key 0DTE options fundamentals. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded white paper From Chaos to Clarity - The Role of Clean Data in Banks' Digital Journeys In a Risk Live Europe panel session sponsored by Numerix, experts explored the role that clean and accurate data plays in digital transformation. This whitepaper examines the main themes arising from the discussion. Read white paper blog FX Accumulators: Balancing Opportunity and Risk in Currency Trading FX accumulators are intricate instruments. But despite their complexity and the high risks involved, they can offer enhanced returns to the right type of investor in certain market environments. This blog explores the risks and benefits of FX accumulators, and how Numerix CrossAsset can be used to optimally manage them. Read Blog newsletter September Newsletter 2024 Thinking Derivatively | September 2024 | In this Issue | Chartis Recognizes Numerix, Role of Cloud in Modern Banking, Pricing FX Accumulators, Coping with Monetary Policy Shifts Read newsletter blog Monetary Policy Shifts: Gaining Market Visibility, Identifying Opportunities and Monitoring Exposures The recent Bank of Japan rate hike to 0.25% has had a significant impact on the global economy. In today’s blog, we discusses the details, risks, and opportunities surrounding the latest changes to Japanese monetary policy, and how market players can cope. Read Blog analyst report Numerix is leading the way in pricing and valuation for capital markets Numerix has been recognized in the comprehensive Chartis Research report: Pricing and Valuation Systems, 2024, Market and Vendor Landscape. Read analyst report blog How Insurers Value Insurance Liabilities with Embedded Financial Guarantees Many insurers offer products that combine financial characteristics with optional living and death benefits, which are challenging to both value and risk manage. This blog explores how best to manage these complex structures. Read Blog blog Numerix Offers Three-Part Quantitative Technical Series Derivatives and fixed income finance is growing more complex by the day. To help you navigate the complexity, we’re offering you access to our 3-part quant finance series. Get insights on pricing derivatives without volatility data, valuation and hedging of FX options and valuing insurance liabilities. Read Blog newsletter August Newsletter 2024 Thinking Derivatively | August 2024 | In this Issue | Cloud Deployment Strategies, Buy-side XVA, Valuing Insurance Liabilities, Empowering Women in Finance Read newsletter blog Numerix Names Jaya Gaur as Recipient of 2024 Women in Finance Scholarship Numerix is thrilled to announce that we have selected the recipient of our 2024 Women in Finance Scholarship. Jaya Gaur will use her $20,000 financial award to pursue a master's degree in financial engineering at the University of California, Berkeley. Read Blog Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Page 9 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform webinar Cloud Control: Optimising Cloud for Risk Management Gains In May 2023, Risk.net hosted this exclusive session with Executive Director of Numerix, Obaid Dehlavi, which covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more. Register Now webinar Zero-day options: ticking time bombs or high alpha trades? In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options. Register Now webinar A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application. Register Now webinar Future Directions for Capital Markets Technology in the Digital/AI Revolution This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating Partner at Sand Hill East, joins Numerix’s CMO James Jockle to discuss his outlook on promising new capital markets technologies. Register Now webinar FRTB in a Fast-Changing World: Is the Regulation Still Relevant? An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations. Register Now webinar Risk.net | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so far and the outstanding issues facing the 'new look' rates market. Register Now webinar Explaining the Banking Crisis: What Happened, Its Wide Implications and Lessons Learned A panelist of financial industry experts discuss how the banking crisis unfolded, the impact of inflation, threat of recession, and more. Register Now 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 calculations. Register Now webinar Turbo-charging XVA Greek Calculations Learn about Numerix’s latest innovation in its XVA engine to support high-speed XVA Greek calculations. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar Risk.net | 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 complexities of valuation adjustments and counterparty credit risk modelling for firms grappling with the European energy market crisis. Register Now webinar NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built See examples of capital markets apps built with NxCore Cloud and understand the thinking behind them, to inspire you to build your own. Register Now webinar Portfolio Management Using Advanced Market & Credit Simulations Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation decisions. Register Now webinar Modernizing Risk Management Technology: Has the Game Changed? How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks? Register Now webinar Practical Implementation of a Quantitative Platform for Risk & Valuation Analytics In this series, we interview Philippe Hatstadt, Chief Risk Officer (CRO) from Exos Financial, about what it takes to successfully build and utilize a risk system, as well as common pitfalls to avoid. Register Now webinar Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine Discover how Numerix shifted Oneview, its flagship software, to a cloud-native architecture and the benefits this provides to users. Register Now webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now webinar The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors. Register Now Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Current page 2 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Current page 2 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found.
white paper Navigating Regulatory Uncertainty in 2025 Coping with stringent regulations like MiFIR and FRTB, and shifting U.S. policies, means firms must remain agile. Our white paper offers proven strategies for navigating regulatory complexity. Read white paper
blog What the DORA Regulation Means for Financial Institutions in 2025 DORA is here—Is your firm prepared? The EU’s Digital Operational Resilience Act (DORA) is now in effect, transforming cybersecurity and third-party risk management. Our blog explores DORA’s impact on financial institutions. Read Blog
blog Zero-day options (0DTE) Start 2025 Off with a Bang Zero-day options (0DTE) are having their moment. In the fourth quarter of 2024, 0DTE options on the S&P 500 Index became the most traded, surpassing all other expiration dates combined. In today’s blog we provide access to our top resources surrounding 0DTE options trading and risk. Read Blog
newsletter January Newsletter 2025 Thinking Derivatively | January 2025 | In this Issue | Capital Markets Trends for 2025, Coping with Market Volatility, Numerix Secures 27 Awards Read newsletter
blog Key Capital Markets Trends to Watch in 2025 As we move deeper into 2025, what trends are likely to be at the forefront, shaping the capital markets? Satyam Kancharla, Executive VP and Chief Product Officer at Numerix, addresses this question and opines on how changing market dynamics will impact analytics requirements. Read Blog
article Analytics Key as Economic Uncertainty Looms in 2025 This article, featured in GlobalCapital’s Review 2024/ Outlook 2025 report, discusses key capital markets trends to watch in 2025. Read article
blog Exploring the Growing Demand for Values-based Investing One influential movement redefining the financial landscape is Environmental, Social, and Governance (ESG) investing. In today’s blog, we discuss the evolution of ESG, key considerations and how financial firms are responding. Read Blog
webinar Charting Volatility: Strategic Insights on APAC Monetary Policy Divergence and Market Dynamics Discover how financial institutions are coping with market volatility and differing monetary policies across the APAC region. Register Now
blog Celebrating Numerix’s Top 5 Resources of 2024 As 2024 comes to a close, we are looking forward to all the exciting opportunities that lie ahead in the new year. But before we bid 2024 farewell, we’d like to take a look back at five of our top-performing resources from the last year. Read Blog
newsletter December Newsletter 2024 Thinking Derivatively | December 2024 | In this Issue | Numerix Named Tech Vendor of the Year, Investment Certificate Market Update, Rise of Quant Credit Trading Strategies Read newsletter
webinar Investment Certificates & Innovation: An Intesa Sanpaolo & Numerix Case Study Join Alessandro Manini and Samuele Marafin of Intesa Sanpaolo, along with Martina Nicolao of Numerix as they discuss the investment certificate market and delve into how Numerix analytics were utilized by Intesa Sanpaolo to model new types of investment certificates. Register Now
blog Rise of Quantitative Credit Trading Strategies in Fixed-Income Markets More institutional investors, including hedge funds, are capturing inefficiencies in the corporate bond market with systematic credit trading strategies. In this blog, we dig into the current trends of this popular trading strategy. Read Blog
blog Using Algorithmic Differentiation (AD) for Enhancing Stability and Speed in Risk Computation Accurate and efficient computation of Greeks is essential to managing risk and informing trading decisions. While the Bump-and-Reprice method is commonly used, AD offers faster, more stable computations. Explore AD's advantages in our blog. Read Blog
blog Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections This blog, first published by QuantMinds International, exposes the challenges and methodologies involved in integrating pricing and risk models, and highlights the nuances and innovations that drive this key aspect of risk measurement. Read Blog
podcast Unlocking AI's Power in Finance with Fawaz Chaudhry In this episode of Trading Tomorrow, we explore the groundbreaking ways artificial intelligence is reshaping finance with insights from Fawaz Chaudhry, the Head of Equities for Fulcrum Asset Management. Listen to podcast
blog Mastering XVA: Learning Series In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge. Read Blog
newsletter November Newsletter 2024 Thinking Derivatively | November 2024 | In this Issue | Algorithmic Differentiation, Update on the CMBS Market, The Reality of AI in Finance Read newsletter
case study TDC: Valuation and Risk of Complex Portfolios using FINCAD Analytics Suite from Numerix TDC’s pension team recognized the need to add a sophisticated solution for modeling and performing risk calculations on its interest rate derivatives portfolio for risk management, accounting and trading. View case study
blog Bridging the Gap: Integrating Pricing Models and Risk Models in Financial Projections This blog, first published by QuantMinds International, exposes the challenges and methodologies involved in integrating pricing and risk models, and highlights the nuances and innovations that drive this key aspect of risk measurement. Read Blog
blog Mastering XVA: Learning Series In today’s rapidly evolving financial landscape, mastering XVAs (x-value adjustments) for derivatives is crucial for firms striving to navigate complex risk and capital requirements. In this blog, we offer you access to a series of resources designed to help strengthen your XVA knowledge. Read Blog
newsletter November Newsletter 2024 Thinking Derivatively | November 2024 | In this Issue | Algorithmic Differentiation, Update on the CMBS Market, The Reality of AI in Finance Read newsletter
blog Navigating the Reality of GenAI in Risk Management Society’s preoccupation with AI, particularly generative AI (GenAI), has ignited high expectations across industries, including finance. But questions remain over the realistic capabilities of AI as it stands today. In today’s blog, we explore the practical use cases and limitations of GenAI as they pertain to risk management. Read Blog
blog CMBS Market on Track for Reinvigoration in 2025 As we approach 2025, the Commercial Mortgage-Backed Securities (CMBS) market is experiencing a resurgence in activity. This blog gives highlights of the current CMBS market, based on takeaways from the recent ABS East structured finance event. Read Blog
blog Navigating Banking Architecture in an Age of Digital Transformation As the financial industry undergoes rapid digital transformation, banks face critical decisions about their architecture: including whether to deploy technology on-premise, in the public cloud, or in the private cloud. This blog reveals key considerations for banks as they navigate this intricate decision-making process. Read Blog
newsletter October Newsletter 2024 Thinking Derivatively | October 2024 | In this Issue | Clean Data and Bank’s Digital Journeys, XVAs on the Buy Side, Valuation and Risk for Zero-Day Options Read newsletter
blog Fall Fast Track: Deep Dive into Volatility in the FX Markets The heightened volatility we’re seeing in the FX markets introduces significant risks to market players if not handled with precision. This blog offers you access to an exclusive resource series from our quantitative experts that will help you better navigate FX market volatility. Read Blog
blog Zero-day Options 101: Coping with Fundamental Valuation and Risk Challenges Zero day to expiry (0DTE) options trading is on the rise. Are you up-to-date with all the latest news and insights surrounding these popular, yet risky investment types? The carefully curated resources in this blog post will give you a deep dive into key 0DTE options fundamentals. Read Blog
white paper From Chaos to Clarity - The Role of Clean Data in Banks' Digital Journeys In a Risk Live Europe panel session sponsored by Numerix, experts explored the role that clean and accurate data plays in digital transformation. This whitepaper examines the main themes arising from the discussion. Read white paper
blog FX Accumulators: Balancing Opportunity and Risk in Currency Trading FX accumulators are intricate instruments. But despite their complexity and the high risks involved, they can offer enhanced returns to the right type of investor in certain market environments. This blog explores the risks and benefits of FX accumulators, and how Numerix CrossAsset can be used to optimally manage them. Read Blog
newsletter September Newsletter 2024 Thinking Derivatively | September 2024 | In this Issue | Chartis Recognizes Numerix, Role of Cloud in Modern Banking, Pricing FX Accumulators, Coping with Monetary Policy Shifts Read newsletter
blog Monetary Policy Shifts: Gaining Market Visibility, Identifying Opportunities and Monitoring Exposures The recent Bank of Japan rate hike to 0.25% has had a significant impact on the global economy. In today’s blog, we discusses the details, risks, and opportunities surrounding the latest changes to Japanese monetary policy, and how market players can cope. Read Blog
analyst report Numerix is leading the way in pricing and valuation for capital markets Numerix has been recognized in the comprehensive Chartis Research report: Pricing and Valuation Systems, 2024, Market and Vendor Landscape. Read analyst report
blog How Insurers Value Insurance Liabilities with Embedded Financial Guarantees Many insurers offer products that combine financial characteristics with optional living and death benefits, which are challenging to both value and risk manage. This blog explores how best to manage these complex structures. Read Blog
blog Numerix Offers Three-Part Quantitative Technical Series Derivatives and fixed income finance is growing more complex by the day. To help you navigate the complexity, we’re offering you access to our 3-part quant finance series. Get insights on pricing derivatives without volatility data, valuation and hedging of FX options and valuing insurance liabilities. Read Blog
newsletter August Newsletter 2024 Thinking Derivatively | August 2024 | In this Issue | Cloud Deployment Strategies, Buy-side XVA, Valuing Insurance Liabilities, Empowering Women in Finance Read newsletter
blog Numerix Names Jaya Gaur as Recipient of 2024 Women in Finance Scholarship Numerix is thrilled to announce that we have selected the recipient of our 2024 Women in Finance Scholarship. Jaya Gaur will use her $20,000 financial award to pursue a master's degree in financial engineering at the University of California, Berkeley. Read Blog
webinar Cloud Control: Optimising Cloud for Risk Management Gains In May 2023, Risk.net hosted this exclusive session with Executive Director of Numerix, Obaid Dehlavi, which covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more. Register Now
webinar Zero-day options: ticking time bombs or high alpha trades? In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options. Register Now
webinar A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application. Register Now
webinar Future Directions for Capital Markets Technology in the Digital/AI Revolution This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating Partner at Sand Hill East, joins Numerix’s CMO James Jockle to discuss his outlook on promising new capital markets technologies. Register Now
webinar FRTB in a Fast-Changing World: Is the Regulation Still Relevant? An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations. Register Now
webinar Risk.net | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so far and the outstanding issues facing the 'new look' rates market. Register Now
webinar Explaining the Banking Crisis: What Happened, Its Wide Implications and Lessons Learned A panelist of financial industry experts discuss how the banking crisis unfolded, the impact of inflation, threat of recession, and more. Register Now
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 calculations. Register Now
webinar Turbo-charging XVA Greek Calculations Learn about Numerix’s latest innovation in its XVA engine to support high-speed XVA Greek calculations. Register Now
webinar Risk.net | 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 complexities of valuation adjustments and counterparty credit risk modelling for firms grappling with the European energy market crisis. Register Now
webinar NxCore Cloud in Action: Examples of Capital Market Apps & How They Were Built See examples of capital markets apps built with NxCore Cloud and understand the thinking behind them, to inspire you to build your own. Register Now
webinar Portfolio Management Using Advanced Market & Credit Simulations Learn how scenario generation and asset projection tools can be used to drive strategic asset allocation decisions. Register Now
webinar Modernizing Risk Management Technology: Has the Game Changed? How are sell-side firms around the world dealing with current macroeconomic and geopolitical risks? Register Now
webinar Practical Implementation of a Quantitative Platform for Risk & Valuation Analytics In this series, we interview Philippe Hatstadt, Chief Risk Officer (CRO) from Exos Financial, about what it takes to successfully build and utilize a risk system, as well as common pitfalls to avoid. Register Now
webinar Inside Numerix’s R&D: How & Why We Built a Cloud-Native Compute Engine Discover how Numerix shifted Oneview, its flagship software, to a cloud-native architecture and the benefits this provides to users. Register Now
webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now
webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now
webinar The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors. Register Now