Written Blog – Oct 30, 2023

Thriving Amidst Volatility in the Energy Markets

While the energy and commodity markets have always been volatile, over the last 18 months, there has been a surge in volatility, due to geopolitical events such as the Russian invasion of Ukraine and all the knock-on impacts, including gas supply...

Featured Blogs

Written Blog – Oct 17, 2023
FRTB: Are you ready for a new era in market risk management?

Time is ticking. Changes introduced by the Fundamental Review of the Trading Book (FRTB) are upon us, ushering in...

Read More SHARE
Written Blog – Sep 18, 2023
Introducing the Numerix Podcast: Navigating Trends in the Capital Markets

We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the...

Read More SHARE
Written Blog – Sep 7, 2023
Assessing the Rise in Popularity of Zero Day Options

Zero-Day-to-Expiry (0DTE) options have surged in popularity as of late, now exceeding 40% of daily trading volumes...

Read More SHARE
Written Blog – Aug 23, 2023
Investigating Banks’ Slow but Steady Path to Cloud Adoption

The cloud is one of technology’s great innovations, enabling banks to wrangle vast amounts of data and comply...

Read More SHARE
Written Blog – Aug 4, 2023
3 Ways to Optimize Risk Management in Unpredictable Markets

Recently, the capital markets have been hit hard with soaring inflation, severe geopolitical tensions and climbing...

Read More SHARE
Written Blog – Jul 20, 2023
Empowering Women in Finance with a $20,000 Scholarship Award

Learn More About the Scholarship

Read More SHARE
Written Blog – Jul 12, 2023
Analyzing the Transformation of the Role of the Chief Risk Officer

In this blog we provide an analysis of the changing role of the Chief Risk Officer (CRO).

Read Blog SHARE
Written Blog – Jul 12, 2023
ChatGPT: Does it have a place in the Capital Markets?

In this blog we discuss if financial firms can successfully leverage ChatGPT in their technologies and workflows,...

Read Blog SHARE
Written Blog
Exploring 3 Hot Topics in Energy and Commodity Trading

In this blog, we will explore topics in energy trading and risk management.

Read Blog SHARE

More Blogs from Numerix

Nov 14, 2012
Model Validation: Risk Management’s First Line of Defense
At last week’s Annual SIFMA meeting, several presenters focused on ‘better risk management’ as one of the keys for...
Oct 24, 2012
Understanding FVA: What’s Changed, What’s Next?
When it comes to complex derivative valuation adjustment computations, market practitioners have primarily been...
Oct 10, 2012
A New Quantitative Approach: Advanced Exposure and CVA for Exotic and Vanilla Instruments
By now, we all realize that financial practitioners around the globe are facing increasing challenges when it...
Sep 25, 2012
A Primer on Funding Value Adjustment (FVA)

Numerix Video Blog #2: A Primer on Funding Value Adjustment (FVA)
As more and more banks believe that funding is...
Sep 19, 2012
Model Validation: The ‘Holy Grail’ for Risk Mitigation?
From risk mitigation to quality assurance and model performance…model validation means many different things to...
Aug 22, 2012
The Impact of OIS Discounting on the Pricing of Non-Linear Interest Rate Structures
How will the evolution of the interest rate options market toward the OIS approach impact pricing and modeling...
Aug 10, 2012
VIX Modeling for Quants:Pricing the ‘Fear Index’
It is no wonder that the VIX has gained substantial attention from both Wall Street and Main Street during the...
Jul 19, 2012
OIS Discounting: The Increasing Complexity of Curve Construction
Curve construction in ‘the new world’ has become increasingly complex ?even when it comes down to vanilla deals....
Jul 12, 2012
Reflections on Microsoft’s Worldwide Partner Conference 2012
The following blog article was guest written by Steve O’Hanlon, President and Chief Operating Officer at Numerix....
Apr 26, 2012
Advanced FX Hedging Strategies (and what NOT to do): A Case Study
Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational...

Pages