analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
analyst report Numerix is leading the way in pricing and valuation for capi... Read more about Numerix is leading the way in pricing and valuation for capital markets
webinar Derivatives XVAs: Challenges & Opportunities for the Buy Sid... Read more about Derivatives XVAs: Challenges & Opportunities for the Buy Side
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Events Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform webinar Tech Revolution: Equipping Institutions For Risk and Regulatory Challenges 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. Register Now webinar FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building 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. Register Now podcast Technology That is Captivating the Finance Industry with Broadridge In this episode, explore the cutting-edge technologies captivating the finance industry's investments and attention Listen to podcast white paper Perspectives 2023: How Financial Institutions Are Continuing to Hedge In September 2023, we distributed an internal survey to Numerix client-facing professionals to collect information regarding our clients’ current hedging strategies and what drives those strategies. This paper shares the survey’s insightful results. Read white paper podcast Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS The cloud has revolutionized how businesses operate, bringing forth a wave of innovation that has transformed scalability, cost-efficiency, flexibility, and collaboration. Listen to podcast webinar How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management 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 Register Now podcast Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick Dive into the intricate world of capital markets data in this episode. Listen to podcast webinar NxCore for XVA: An Advanced XVA Engine & Quant Sandbox Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing. Register Now webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights 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. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded podcast Blockchain's Potential on Capital Markets with Graeme Moore Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking? Listen to podcast newsletter November Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions Read newsletter blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog podcast Navigating the Turbulent Energy Market with Karl Sees The episode is a deep into the shifting landscape of the energy and commodities markets. Listen to podcast podcast The Impact of AI and ML on Investing with Chandini Jain Imagine a world where artificial intelligence dictates your financial decisions; it might be just around the corner. Listen to podcast webinar PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions. Register Now podcast Venturing into Virtual Reality and Finance with Lyron Bentovim What if you could see data differently? Not just as numbers on a 2-D screen but as images that tell a story. Listen to podcast blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog podcast Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth. Listen to podcast Pagination First page « First Previous page Previous … Page 4 Page 5 Page 6 Page 7 Current page 8 Page 9 Page 10 Page 11 Page 12 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform Content type All Publications Analyst report Article Blog post Journal issue Newsletter Quantitative research White paper quantitative research Risk Magazine Cutting Edge Article | Multi-curve Cheyette-style models with lower bounds on tenor basis spreads This article presents a general multi-curve Cheyette-style model that allows precise control over tenor basis spreads. Read quantitative research analyst report Aite Impact Report A new report produced by the Aite Group, commissioned by Numerix, assesses the overall impact of an unprecedented pandemic on the securities industry, with particular focus around front-office dynamics, risk management, and the regulatory front. Read analyst report white paper How the Complexity of Today’s Business Reality May Demand a Cloud Services Approach In this white paper, read how valuable harnessing the cloud through Software as a Service (SaaS) and Risk as a Service (RaaS) models can be for helping to manage the increasing complexities of running a derivatives trading business. Read white paper analyst report LIBOR Risk Q3 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report analyst report The Tipping Point of Cloud and Risk Management in Capital Markets Capital markets firms are acknowledging that the cloud is a catalyst for establishing competitive advantage and the financial services sector has been taking steps to prioritize digital transformation. To meet customer requirements and remain competitive, financial services organizations must increase their agility, reduce time to market for new products and services, and address the spiraling total cost of ownership (TCO) of their IT infrastructures. Today, it is evident that all roads lead to the cloud. Read analyst report white paper LIBOR Transition Readiness: The Current Narrative Results of a Numerix Global Survey on the LIBOR Transition Read white paper quantitative research Risk Magazine Cutting Edge Article | A new arbitrage-free parametric volatility surface In this Cutting Edge research article, published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivites of future trade values. Read quantitative research white paper The Current State of XVA Usage in Latin America In this whitepaper, Augusto Carvalho, Numerix’s Regional Director of Presales, who spends a lot of time in Latin America educating banks and other institutions about XVA solutions, provides his observations on XVA practices in the region. Read white paper blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded analyst report Structured Notes: Transforming Risk into Opportunities In this article, Risk.net leads a discussion with industry representatives, to capture what the current market environment means for traders, issuers, risk managers and investors operating in structured products. Read analyst report analyst report LIBOR Risk Q1 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report quantitative research Neural Networks with Asymptotics Control Artificial Neural Networks (ANNs) have recently been suggested for use in derivatives pricing applications as accurate and fast approximators to various financial models. Read quantitative research blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog white paper The Capital Markets 2020: In the Eye of Two Storms In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets. Read white paper analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper journal issue Numerix Journal Vol. 6 No. 1 The Vol 6. No. 1 Issue of the Numerix Journal highlights Numerix's achievements in two areas: the ongoing quantitative research and development which extends the functionality of our products, and the innovative Python-based approach to CrossAsset templates. The issue presents papers on the following topics: multi-curve modeling for tenor basis spreads, a new arbitrage-free parametric volatility surface, and STIRs and OIS futures in the Hull-White model. This journal concludes with an article on next generation python-based templates, and introduces the concept of a CrossAsset worker process. Read journal issue quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research Pagination First page « First Previous page Previous … Page 4 Page 5 Page 6 Page 7 Current page 8 Page 9 Page 10 Page 11 Page 12 … Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform webinar 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. Register Now webinar 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. Register Now webinar Breaking Black: The Hybrid Nature of Investment Guarantees 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. Register Now webinar 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. Register Now webinar Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment Webinar discussing Funding Value Adjustment (FVA) and its role in derivative valuations, trading, and liquidity management. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded Pagination First page « First Previous page Previous Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Current page 8 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. Pagination First page « First Previous page Previous Page 1 Current page 2 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found.
webinar Tech Revolution: Equipping Institutions For Risk and Regulatory Challenges 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. Register Now
webinar FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building 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. Register Now
podcast Technology That is Captivating the Finance Industry with Broadridge In this episode, explore the cutting-edge technologies captivating the finance industry's investments and attention Listen to podcast
white paper Perspectives 2023: How Financial Institutions Are Continuing to Hedge In September 2023, we distributed an internal survey to Numerix client-facing professionals to collect information regarding our clients’ current hedging strategies and what drives those strategies. This paper shares the survey’s insightful results. Read white paper
podcast Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS The cloud has revolutionized how businesses operate, bringing forth a wave of innovation that has transformed scalability, cost-efficiency, flexibility, and collaboration. Listen to podcast
webinar How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management 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 Register Now
podcast Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick Dive into the intricate world of capital markets data in this episode. Listen to podcast
webinar NxCore for XVA: An Advanced XVA Engine & Quant Sandbox Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing. Register Now
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights 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. Register Now
podcast Blockchain's Potential on Capital Markets with Graeme Moore Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking? Listen to podcast
newsletter November Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions Read newsletter
blog Thriving Amidst Volatility in the Energy Markets The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive. Read Blog
podcast Navigating the Turbulent Energy Market with Karl Sees The episode is a deep into the shifting landscape of the energy and commodities markets. Listen to podcast
podcast The Impact of AI and ML on Investing with Chandini Jain Imagine a world where artificial intelligence dictates your financial decisions; it might be just around the corner. Listen to podcast
webinar PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions. Register Now
podcast Venturing into Virtual Reality and Finance with Lyron Bentovim What if you could see data differently? Not just as numbers on a 2-D screen but as images that tell a story. Listen to podcast
blog FRTB: Are you ready for a new era in market risk management? Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements. Read Blog
podcast Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth. Listen to podcast
quantitative research Risk Magazine Cutting Edge Article | Multi-curve Cheyette-style models with lower bounds on tenor basis spreads This article presents a general multi-curve Cheyette-style model that allows precise control over tenor basis spreads. Read quantitative research
analyst report Aite Impact Report A new report produced by the Aite Group, commissioned by Numerix, assesses the overall impact of an unprecedented pandemic on the securities industry, with particular focus around front-office dynamics, risk management, and the regulatory front. Read analyst report
white paper How the Complexity of Today’s Business Reality May Demand a Cloud Services Approach In this white paper, read how valuable harnessing the cloud through Software as a Service (SaaS) and Risk as a Service (RaaS) models can be for helping to manage the increasing complexities of running a derivatives trading business. Read white paper
analyst report LIBOR Risk Q3 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report
analyst report The Tipping Point of Cloud and Risk Management in Capital Markets Capital markets firms are acknowledging that the cloud is a catalyst for establishing competitive advantage and the financial services sector has been taking steps to prioritize digital transformation. To meet customer requirements and remain competitive, financial services organizations must increase their agility, reduce time to market for new products and services, and address the spiraling total cost of ownership (TCO) of their IT infrastructures. Today, it is evident that all roads lead to the cloud. Read analyst report
white paper LIBOR Transition Readiness: The Current Narrative Results of a Numerix Global Survey on the LIBOR Transition Read white paper
quantitative research Risk Magazine Cutting Edge Article | A new arbitrage-free parametric volatility surface In this Cutting Edge research article, published in the September 2018 Issue of Risk Magazine, Drs Alexandre Antonov, Andrew McClelland and Serguei Issakov discuss how algorithmic differentiation can efficiently compute sensitivites of future trade values. Read quantitative research
white paper The Current State of XVA Usage in Latin America In this whitepaper, Augusto Carvalho, Numerix’s Regional Director of Presales, who spends a lot of time in Latin America educating banks and other institutions about XVA solutions, provides his observations on XVA practices in the region. Read white paper
blog The End of LIBOR Is Getting Dangerously Close: Engage and Succeed with the Numerix LIBOR MasterClass Series In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness. Read Blog
analyst report Structured Notes: Transforming Risk into Opportunities In this article, Risk.net leads a discussion with industry representatives, to capture what the current market environment means for traders, issuers, risk managers and investors operating in structured products. Read analyst report
analyst report LIBOR Risk Q1 2020 In this special report, Risk.net offers comprehensive coverage of the key issues and challenges of moving away from LIBOR. Read analyst report
quantitative research Neural Networks with Asymptotics Control Artificial Neural Networks (ANNs) have recently been suggested for use in derivatives pricing applications as accurate and fast approximators to various financial models. Read quantitative research
blog The Market Impact of SOFR Discounting: What We Know So Far Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far Read Blog
white paper The Capital Markets 2020: In the Eye of Two Storms In this white paper, Numerix Chief Strategy Officer and EVP of Client Services, Satyam Kancharla, provides his view on the drivers of change and their implications for the current and future state of the capital markets. Read white paper
analyst report Trading, Technology and the LIBOR Transition Discover the driving forces behind the LIBOR transition in this new ebook prepared by Greenwich Associates. Read analyst report
white paper Analyzing the Market Impact of SOFR Discounting In this white paper, Ping Sun, Senior Vice President, Financial Engineering, explains the differences between OIS curves and SOFR curves, and the impact of SOFR discounting on future cashflow. Read white paper
journal issue Numerix Journal Vol. 6 No. 1 The Vol 6. No. 1 Issue of the Numerix Journal highlights Numerix's achievements in two areas: the ongoing quantitative research and development which extends the functionality of our products, and the innovative Python-based approach to CrossAsset templates. The issue presents papers on the following topics: multi-curve modeling for tenor basis spreads, a new arbitrage-free parametric volatility surface, and STIRs and OIS futures in the Hull-White model. This journal concludes with an article on next generation python-based templates, and introduces the concept of a CrossAsset worker process. Read journal issue
quantitative research STIRs and OIS Futures in the Hull-White Model This paper derives exact formulas and their simple approximations for STIRs and OIS futures convexity adjustment under the one-factor Hull-White model which can be efficiently used in curve stripping. Read quantitative research
webinar 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. Register Now
webinar 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. Register Now
webinar Breaking Black: The Hybrid Nature of Investment Guarantees 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. Register Now
webinar 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. Register Now
webinar Deciphering FVA: Understanding, Modeling and Using Funding Value Adjustment Webinar discussing Funding Value Adjustment (FVA) and its role in derivative valuations, trading, and liquidity management. Register Now
