More Resources & Solutions

SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
Next in our three-part webinar series...
MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges
From the perspective of trading economics...
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets...

At this year's Chartis Research RiskTech 100 2019 award ceremony, Numerix CEO Steve O'Hanlon discusses what has...
Preparing for a World Without LIBOR: Where Are We Now?
Preparing for a World Without LIBOR: Where Are We Now?
There’s been a lot of discussion in the capital markets...
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...


By Dr. Andrew McClelland, Director of Quantitative Research, Numerix
 
Managing xVAs is complex, and that...
Presented at QuantMinds International | May 2018
This presentation entitled “AD-on-LSMC for MVA and CVA Greeks:...
When we look at the derivatives market today, we see several trends delivering impactful change. Two in particular...

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