Regulatory Research & Insights

On-Demand Webinar
Preparándonos para un mundo sin la tasa Libor

Webinar On-Demand

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On-Demand Webinar
The LIBOR Transition: Impact of SOFR Switch on Swaptions

Webinar 04/09, 10am EDT

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On-Demand Webinar
The LIBOR Transition in 2020: Roundtable Discussion with Numerix and Greenwich Associates

Numerix Conversations

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Info Graphic – Nov 25, 2019
Infographic | Preparing for the Journey Ahead: Uncleared Margin Rules Compliance and Initial Margin

This infographic takes you through the journey of the technology considerations that must be explored to be able...

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On-Demand Webinar
Preparing for the Switch to SOFR Discounting

Numerix On-Demand Webinar

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News - Article PDF – Aug 20, 2019
Americas Derivatives Awards 2019 | Data and Analytics Vendor of the Year

AMERICAS DERIVATIVES AWARDS | AUGUST 2019 For its ability to sustain powerful growth in an increasingly...

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On-Demand Webinar
Risk.net/Numerix: Transitioning to a Post-LIBOR World

This webinar provides a critical understanding of Libor’s current status and advancing technology to prepare for...

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Analyst Report
Aite: XVA in 2019: Valuations’ Generation X

This report explores how banks have evolved over the past few years to incorporate the growing family of trade...

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Video Blog – Mar 6, 2019
The LIBOR Transition | The Current State of the Alternative Reference Rates

In this animated video, we show you the progress of each selected alternative reference rate towards readiness for...

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More Resources & Solutions

On-Demand Webinar | SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate
Next in our three-part webinar series...
On-Demand Webinar | MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges
MVA: How to Forecast Initial Margin for Client Trades and Dynamic Hedges
From the perspective of trading economics...
On-Demand Webinar | APAC Session - 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...
Numerix CEO Talks Fintech Future | 2019 RiskTech100® Awards

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?
On-Demand Webinar | 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...
On-Demand Webinar | Risk.net and Numerix: Exploring MVA & Initial Margin
MVA: How to forecast initial margin for client trades and dynamic hedges
In its latest margin survey, ISDA...
Risk Magazine XVA Special Report 2018
This Risk.net 2018 XVA Special Report addresses a number of the hot button issues that continue to challenge the...
Putting Quantitative Innovation into Focus for XVAs


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

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