Resources

Learn how Numerix CrossAsset can be used to value insurance products with benefits such as a Guaranteed Minimum Death Benefit (GMDB).

Learn how leading financial institutions leverage Numerix’s cloud technology to solve strategic front and middle office challenges.

Learn how to use advanced quantitative methods to construct a stable volatility surface in illiquid markets, including a live demo showcasing how Numerix CrossAsset can be utilized for this task. 

A panel of experts delve into how recent operational overhauls are influencing numerical considerations and strategies for practitioners.

A panel of experts discuss the ramifications of real-time risk metrics and real-time risk management.

Peter O’Connor of Numerix addresses the application of cross-currency basis curves with a focus on pricing, risk, scenarios/stress testing, and FX projection. 

Join Dr. Ping Sun of Numerix as he provides a primer on the best practices and key issues for practitioners to consider when valuing and hedging FX options.

Join Franck Rossi of Numerix as he provides an update on FRTB challenges due to the heterogeneous timelines and rules.

Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform.

Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them.

FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds 

In October 2023, Risk.net gathered a panel of experts to discuss the game-changing impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs.

Get a first-hand look at FINCAD Analytics Suite for Excel’s powerful curve-building capabilities, enabling firms to easily construct curves for risk-free rates (RFRs) in a fluctuating interest rate environment.

An overview of FRTB-SA and how banks can use it for market risk management, including day-to-day risk monitoring, drilldown analysis, capital allocation, what-if analysis, and others

Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing.

In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.

Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions.