Featured Research

White Paper
White paper | As Action Time Nears, Be Aware of These 3 Big FRTB Issues

This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will...

Download Paper SHARE
On-Demand Webinar
Risk.net On-Demand 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...

Register for On-Demand Webinar SHARE
On-Demand Webinar
Risk.net On-Demand 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 for On-Demand Webinar SHARE
In The News – Jun 19, 2023
FRTB Forces Banks to Rethink Entire Data Management Infrastructure

Numerix’s vice president of product, Franck Rossi, recently took part in a WatersTechnology article covering the...

READ THE ARTICLE 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
Webinar Series
On-Demand 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...

Watch On-Demand SHARE
In The News – Jun 9, 2023
Genstar-backed Numerix recruits Conti as CEO

Numerix, a capital markets risk management technology company and a portfolio company of Genstar Capital, has...

READ THE ARTICLE SHARE
In The News – May 31, 2023
High-Profile Deals Signal Appetite for Fixed-Income Growth

Numerix, a capital markets risk management technology company and a portfolio company of Genstar Capital, was...

READ THE ARTICLE SHARE
On-Demand Webinar
Derivative Insider Webinar Series: 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...

Watch On-Demand SHARE

Numerix Pricing & Valuation Research & Inisights

Improving Risk Management and Transparency for Structured Products
Partners Microsoft, Numerix and Thomson Reuters teamed up for an engaging panel discussion about how organizations...
Instrument Valuation Management Is a Concern, Says Xenomorph...
Our partner, Xenomorph, last week released an interesting white paper entitled: “Instrument Valuation Management:...
White Paper | Portfolio Valuations: The Changing Landscape

Though the credit crisis appears to still be in its infancy, a clear change in the way institutions value and...
OTC Derivatives Valuation: Adoption of Multiple Pricing Curves
The following blog article was guest written by Kevin Samborn, vice president of valuation and risk management...
Advanced Valuation Methodologies for CLOs
The Exploration of Traditional Methods, Contrasted with Advanced Methodologies Based on Monte-Carlo Methods
With...
What’s Behind the U.S. Structured Products Industry’s $50 Billion Record Year?
Written By Guest Blogger, Keith Styrcula--Chairman, Structured Products Association
By all measures, the...
In-database Analytics – A path to the future?
Held in New York City on November 2nd and 3rd, the 16th annual flagship conference—Risk USA 2010—provided up-to-...
FX-Fixed Income Hybrids: Practical Pricing Issues
On November 2nd, Numerix hosted a complimentary webinar led by Senior Quantitative Analyst, Olga Us, discussing...
Pricing and Hedging Overnight Index Swaps: Two Possible Approaches

The following article is based on a webinar presented on September 22, 2010, by Jon Zucker, Ph.D. – VP Client...
Comparing Market Model Accuracy to the Volatility Smile
Following up our post on LIBOR Market Models in Numerix, I thought it would be valuable to show how the...

Pages