Thinking Derivatively - December 2018 Issue

  DECEMBER 2018 NEWSLETTER

Dear Reader,

As 2018 is coming to a close, I want to take this time to say thank you and to indicate our appreciation for your continued trust in us. It has been an exciting and rewarding year for Numerix. One of our highlights of 2018 was hosting over 100 industry professionals from across the world at our fourth annual NEXT Global User Conference, held this past October where we unveiled new solutions and technologies.

As a reader of this newsletter, you know that our commitment to you reaches beyond building next-generation technology solutions. Successfully managing the complexities of today’s capital markets landscape—one in which we are experiencing numerous drivers of change—is about making the right business decisions. That’s why we also aim to be a leading source of information, insight and expert advice on the wide range of topics affecting the capital markets.
From the LIBOR transition to XVA and SIMM, to the latest fintech trends, you can rely on Numerix to provide the research and market intelligence you need to stay one step ahead of today’s rapidly evolving market.

All the best this holiday season,

Steven R. O’Hanlon
Chief Executive Officer and President


XVA in Focus | The Current State of XVA Adoption
The most dominant XVA management challenges facing the market today, including the workability of optimizing and hedging XVA costs and the core factors to consider when setting up an XVA desk, require the right levels of time and consideration. In this XVA forum, a panel of industry leaders assess
the major factors surrounding XVA adoption, and
offer their expert insights and actionable advice to market participants.
                                               ACCESS THE PAPER>>

 

LIBOR Webinar Series Continues | Part II: Understanding SOFR, 12/12
You don’t want to miss the second installation of our three-part LIBOR webinar series, SOFR Status
Check - Understanding the New U.S. LIBOR Alternative Rate. On Wednesday, December 12th at 10 a.m. EST, Dr. Ping Sun, SVP, Financial Engineering at Numerix, will examine the new U.S. LIBOR alternative benchmark, SOFR, and explore
the fundamental impacts it will have on the financial                                                   markets.
                                               REGISTER NOW>>
 

MVA | How to Forecast Initial Margin for Client
Trades and Dynamic Hedges

Up until now, the focus of MVA has been primarily
on the client trade. However, from a bank
perspective, servicing clients can require posting IM for client trades and for their hedges. Watch this on-demand interactive presentation as Dr. Andrew McClelland, VP, Quantitative Research at Numerix, explores this new and formidable research topic.
WATCH PRESENTATION>>
 

Upcoming Events and Webinars


December 12th | Webinar: SOFR Status Check - Understanding the New U.S. LIBOR Alternative Rate

Please visit Numerix Events & Webinars for more information.

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