Resources

Trust, Regulation, and the Rise of Crypto Banking

In this episode, host Jim Jockle is joined by Pavel Jakovlev, Head of Product Innovation & Growth at AMINA, one of the world’s only fully regulated crypto-native banks.

Navigating an Expanding Convertibles Market with Precise Risk Tools

Global convertible bond markets are gaining momentum, with rising Asia-Pacific issuance and increased investor interest. In this market, precise risk management is key. Explore the drivers of issuance and advanced analytics in our blog.

Cutting-Edge Convertible Bond Analytics: Kynex Live Demo

Join Joseph O’Reilly of Numerix as he provides a live demo of Kynex’s end-to-end convertible workflows – from new issuance pricing to trade execution – to showcase how Kynex helps convertible traders uncover alpha and manage risk.

Reimagining Investor Engagement Through Agentic AI

In this episode, host Jim Jockle chats with Chris Cummings, Chief Strategy Officer at InvestorFlow, about how this next wave of automation is changing the game for private market firms.

How Systematic Trading Strategies are Reshaping Fixed Income

Join our special guest Kevin McPartland of Crisil Coalition Greenwich for an interview with Numerix’s SVP of Marketing & Market Research, Greg Murray, where they will discuss why and how systematic trading has grown in the fixed income markets and where it’s headed.

Numerix’s Loveness Rusike Named Financial Technology Leader of the Year by FTF News

We’re thrilled to celebrate Loveness Rusike, Numerix SVP, Global Head of Professional Services — named Financial Technology Leader of the Year by FTF News. Learn about her remarkable career journey in our blog.

case study

Video: How Numerix Transformed a Client’s ALM and Risk Strategy

Learn how a Numerix PolyPaths client transformed risk into a strategic advantage, laying the groundwork for daily valuations, advanced ALM, and enterprise scalability with limited resources.

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The Potential Future of Portfolio Management with Agentic AI

In this episode, host Jim Jockle is joined by Rajiv Bhat, CEO and Co-Founder of Martini.ai, to explore how AI-powered scenario modeling is transforming credit risk management.

Revolutionize Model Validation with NxCore Workspaces

Join Xiyu Zhang, Financial Implementation Engineer at Numerix for a webinar where she will showcase the powerful features of NxCore Workspaces and its role in revolutionizing model validation workflows.

Introduction to FX TARNs: Overview, Benefits and Real-World Applications

Discover how FX TARNs combine yield enhancement, strategic hedging, and built-in risk controls to help investors navigate today’s volatile currency markets.

Blockchain Capital Markets Transformation with Laurent Benayoun

In this episode, Jim Jockle and Emily Drooby sit down with Laurent Benayoun, CEO at Acheron Trading, to unpack how blockchain is driving real-world change in institutional finance.

How Interval Funds Are Opening Private Markets to Everyone

In this episode, Kimberly Ann Flynn, President of XA Investments, joins host Jim Jockle to explore how interval funds and fintech innovation are unlocking access to private equity, private credit, and real asset strategies for everyday investors.

The Shift to Electronic Trading in the MBS Market: Trends, Challenges, and Opportunities

Explore how the transition to electronic trading is transforming the mortgage-backed securities (MBS) market in our latest blog.

Exploring the Expanding Global Convertibles Market

The global convertibles landscape is undergoing rapid evolution, with growth in select regions and sectors. Our infographic breaks down key trends emerging in this dynamic marketplace.

The Rise of AI Agents in Capital Markets

In this thought-provoking episode, fintech innovator and AI evangelist Peter Swain joins host Jim Jockle to unpack the rise of agentic AI and its sweeping impact on capital markets.

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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.

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.

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.

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.

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.

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.

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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.

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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.

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.

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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.

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.

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.

Mastering XVA on the Buy-Side: Key Challenges and Opportunities

Derivatives valuation adjustments or XVA have become crucial factors impacting the earnings of financial institutions. While historically, sell-side participants have been focused on managing XVA, today buy-side firms are as well. Our blog explores key aspects of XVA from a buy-side perspective, featuring takeaways from a Risk.net webinar on the same topic.

Exploring FRTB's Fragmented Implementation Across Jurisdictions

The fragmented implementation of the Fundamental Review of the Trading Book (FRTB) across various jurisdictions poses major challenges for global financial institutions. Dissimilar go-live timelines and rules are leading to inconsistencies in capital requirements and regulatory burdens. Learn more about FRTB complexities in our blog.

A Primer on Solvency II for Insurers Around the Globe

On Wednesday, October 14^th featured speaker Luca Trussoni, Senior Financial Engineer at Numerix, presented an introduction to Solvency II to help insurance practitioners around the world better understand the “big picture” of the directive.

Real World Algorithmic Exposure: An Innovative New Approach for Nested Simulations

On Wednesday, September 16^th featured speaker Dr. Ping Sun, Executive Director of Financial Engineering at Numerix, provided an introduction to Real World Algorithmic Exposure and outlined how it can be utilized by both capital market and insurance practitioners for advanced risk measures like RW PFE and for other RW/RN nested simulations.

Nested Stochastic Simulations: Bridging Risk & Pricing Models

Numerix expert Mark Hadley, FSA,CFA, explores cross-asset risk exposures of emerging GLWB product designs, cross-asset risk-neutral ESG modeling approaches and the importance of “joint calibration” for keeping ESGs market consistent. Register to view On-Demand.

The Free Boundary SABR: Natural Extension to Negative Rates

Vega Maps: New Methods for Quantifying Vega Risk of VAs & FIAs

Prudent Valuation: Bridging the Gap Between Pricing & Risk Management

Dr. Marco Bianchetti and Ilja Faerman discuss the new Prudent Valuation regulations, interpret the numerous AVAs and examine their calculations, and discuss best practices in implementing a Prudent Valuation framework. Register to view On-Demand.

Indexed Variable Annuities - Evolving Product Designs in the Annuity Market

Insurers are merging the best features of FIA and VA products to create a new range of hybrid designs. Alex Marion reviews the new Indexed Variable Annuity, IVA, product designs and discusses best practices for the risk management, hedging and reserving of these products. Register to view On-Demand.

The Case for Dynamic Replication of Indexed Annuities

Traditionally market risk exposure from Indexed Annuities is managed via static hedging programs. Mark Hadley explores strategies for dynamic hedging, an approach which can offer a more cost effective option in the face of low rates and the competitive landscape. Register to view On-Demand.

Surprise! "Vanilla" Derivatives Aren't So Easy to Value Any More

Numerix expert Dan Li discusses how vanilla derivative valuations have become very complex, and how to deal with this new complexity. Register to view On-Demand.

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Managing Collateral & Utilizing CSA Discounting for Pricing Derivatives

Anna Barbashova discusses best practices in collateral management and delves into the theoretical and practical aspects of CSA discounting. Register to view On-Demand.

Advanced OIS Discounting - Building Proxy OIS Curves When OIS Markets are Illiquid or Nonexistent

Dr. Ion Mihai discusses how to build proxy OIS curves from available market information in currencies where the OIS market is not well developed. Register to view On-Demand.

Advanced OIS Curve Building Approaches: Improving Accuracy at the Short End of the Curve

Numerix featured speaker Mark Hadley discusses ways derivative market practitioners can enhance the bootstrapping process for the short end of OIS curves, and how these approaches will become more important as rates rise.

A Quantitative Look at FVA - Theory and Implementation

Many practitioners have found developing and implementing an accurate FVA framework challenging both theoretically and practically. Join Numerix on 2/28 for a quantitative discussion with Dr. Alexandre Antonov, SVP, Quantitative Research, as he reviews current FVA theory and outlines a new universal FVA framework. Register to view On-Demand.

Breaking Black: The Hybrid Nature of Investment Guarantees

Economic Scenario Generation: Risk Neutral Modeling in Theory and Practice

Numerix webinar Replay discussing Risk Neutral Economic Scenario Generation. Will cover foundations of Risk Neutral Theory, Hybrid Framework and Joint Calibration approaches and Advanced Indicies Generation. Register to view On-Demand.