Thinking Derivatively - November 2019 Issue

  November 2019 NEWSLETTER

The Key Issues Dominating the XVA Conversation Today

When it comes to XVAs, there is no shortage of topics to discuss. Whether it’s the different paces of XVA adoption across the globe, the onset of MVA, or the growing trend of XVA calculations being conducted on the cloud, this new paper will get you up to speed with the latest issues surrounding today’s XVA conversation.

A "Playbook" for Digitally Automating the Front Office

The path to successfully automating the front office is not an easy one to take. Undertaking such a task may likely face obstacles inside an organization as well as other challenges. This paper serves as a brief “playbook” on how to get started on automating the front office.

Are You Prepared for the Switch to SOFR Discounting?

Both LCH SwapClear and CME Clearing will be shifting discounting of U.S. interest rate derivatives to SOFR in 2020. The switch from OIS to SOFR discounting will reshape both the cash flow and the risk profile of an instrument. What does this change mean to market participants? Watch on-demand as a Numerix expert explores the many facets of discounting risk.

Greenwich Associates Panel Discussion: Trading, Technology and the Libor Transition

Join this event on 11/13 as market experts discuss the impacts of the Libor transition on the technology and processes that power the trading desk. Representatives from Numerix, LCH and MetLife will share their insights.


Upcoming Events and Webinars

November 5-7 | Risk USA & LIBOR Summit - NYC

November 12 | 4th Annual Rates, Risk and Regulations Conference - Frankfurt

November 13 | FinTech Festival 2019 - NYC

November 21 | Libor Summit United Kingdom - London

Please visit Numerix Events & Webinars for more information.

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