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
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
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
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
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
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
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
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
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 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 newsletter October Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Episodes, Free Trial of FAS Still Available, FRTB On-Demand Webinar Read newsletter webinar FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance. Register Now podcast Four Tech Trends you Need to be Tracking with Neil Chinai Hear about the four trends you need to be tracking if you currently work in or parallel to the finance industry. Listen to podcast podcast A Deep Dive into the Role of AI in Finance with Prag Sharma Prepare for a deep dive into the intricate world of artificial intelligence with our esteemed guest Prag Sharma. Listen to podcast newsletter September Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Series, Free Trial of FAS, Register for Live Webinar Read newsletter blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog newsletter August Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Three Big FRTB Issues, Optimizing Cloud for Risk Management, New Numerix Acquisition Read newsletter blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog 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 impact the capital markets. Read white paper 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 covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more. Register Now blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog journal issue Numerix Journal Vol. 8 No. 1 (QA: Journal Issue) The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Read journal issue Pagination First page « First Previous page Previous … Page 5 Page 6 Page 7 Page 8 Current page 9 Page 10 Page 11 Page 12 Page 13 … 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 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 quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read white paper white paper Gain or Pain - Automating the OTC and Structured Products Markets In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper white paper LIBOR Will Not Transition Quietly: What You Need to Know Now In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition Read white paper white paper The Current Landscape of Electronic Trading: A Discussion Among Experts In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading Read white paper white paper Supporting ISDA SIMM™: Key Considerations You Need to Know Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives? Read white paper analyst report XVA: Valuations’ Generation X Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements. Read analyst report white paper The Availability of New Technologies and a Renewed Focus on Digital In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets. Read white paper white paper The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates Read white paper Pagination First page « First Previous page Previous … Page 5 Page 6 Page 7 Page 8 Current page 9 Page 10 Page 11 Page 12 Page 13 … 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 No resources found. 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.
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
newsletter October Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Episodes, Free Trial of FAS Still Available, FRTB On-Demand Webinar Read newsletter
webinar FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance. Register Now
podcast Four Tech Trends you Need to be Tracking with Neil Chinai Hear about the four trends you need to be tracking if you currently work in or parallel to the finance industry. Listen to podcast
podcast A Deep Dive into the Role of AI in Finance with Prag Sharma Prepare for a deep dive into the intricate world of artificial intelligence with our esteemed guest Prag Sharma. Listen to podcast
newsletter September Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Series, Free Trial of FAS, Register for Live Webinar Read newsletter
blog Introducing the Numerix Podcast: Navigating Trends in the Capital Markets We’re pleased to announce the launch of a brand-new podcast series, Trading Tomorrow: Navigating Trends in the Capital Markets, a place where insights, innovation, and expertise in the Capital Markets converge. Read Blog
blog Assessing the Rise in Popularity of Zero Day Options Numerix participated in a webinar with Risk.net to explore zero-day options. A panel of experts, including Russell Goyder, Fixed Income Product Development at Numerix, shared their views on how and if firms should be using 0DTE options in their portfolios. Read Blog
newsletter August Newsletter 2023 Monthly thought leadership newsletter by Numerix. In this Issue | Three Big FRTB Issues, Optimizing Cloud for Risk Management, New Numerix Acquisition Read newsletter
blog Empowering Women in Finance with a $20,000 Scholarship Award The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree. Read Blog
blog Investigating Banks’ Slow but Steady Path to Cloud Adoption While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog. Read Blog
blog 3 Ways to Optimize Risk Management in Unpredictable Markets How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead. Read Blog
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 impact the capital markets. Read white paper
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 covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more. Register Now
blog Analyzing the Transformation of the Role of the Chief Risk Officer Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. Read Blog
journal issue Numerix Journal Vol. 8 No. 1 (QA: Journal Issue) The Vol 8. No. 1 issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Read journal issue
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
quantitative research SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition In this technical paper, Jonathan Rosen, PhD, discusses the challenges surrounding the alternative reference rates (ARRs) replacing LIBOR and how market participants can cope. Read quantitative research
white paper Talking XVA: Pace of Adoption, New Technology & Cloud Numerix’s Irina Slobodyanyuk, Lead Product Manager for XVA and Financial Engineer for Risk, shares her expert insights on these key topics and more Read white paper
white paper A "Playbook" for Automating the Front Office This paper serves as a brief “playbook” on how to get started on automating the front office. Author, Jim Jockle, CMO of Numerix discusses several proven strategies. Read white paper
white paper Increased Adoption and Innovation Are Driving the Structured Products Market In this white paper, we discuss how the structured notes business is becoming more digitized and why a broader range of market participants are now issuing these products. Read white paper
quantitative research Risk Magazine Cutting Edge Article | MVA Future IM for Client Trades and Dynamic Hedges Alexandre Antonov, Serguei Issakov and Andy McClelland propose that IM for both sides should be forecast and reflected in MVA. Read quantitative research
white paper The Transformative Impacts of the XVA State of Play In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper
blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services. Read Blog
white paper The Value of Managed Services for Trading and Risk Management In this white paper, we discuss the benefits of a managed services program, what derivatives businesses look for in managed services vendors, and the changing technological landscape. Read white paper
white paper Gain or Pain - Automating the OTC and Structured Products Markets In this white paper, we discuss the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes. Read white paper
white paper LIBOR Will Not Transition Quietly: What You Need to Know Now In this Q&A, we discuss the transition effort from the IBORs to the RFRs, characteristics of RFRs and other challenges assocaited with the transition Read white paper
white paper The Current Landscape of Electronic Trading: A Discussion Among Experts In this e-trading forum, Numerix features a panel of industry leaders who discuss the key trends shaping the evolution of electronic trading Read white paper
white paper Supporting ISDA SIMM™: Key Considerations You Need to Know Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives? Read white paper
analyst report XVA: Valuations’ Generation X Commissioned by Numerix and produced by Aite Group, explores how banks have evolved over the pastfew years to incorporate the growing family of trade valuation adjustments for pricing, accounting and regulatory reporting requirements. Read analyst report
white paper The Availability of New Technologies and a Renewed Focus on Digital In Part 2 of this white paper series that examines the transformation of the capital markets and the emerging dynamics impacting front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services Satyam Kancharla shares his views on the accelerating pace of technology change and innovation in the capital markets. Read white paper
white paper The Impact of LIBOR's Phaseout on Technology: Maneuvering Through the Curve Highway In this Q&A, we discuss the technology perspective tied to the switch to the LIBOR alternative reference rates Read white paper
