White Paper Archive

Insurance guarantees are exotic in nature because they have to take into consideration not only actuarial...
While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for...
In this research paper, Dr. Ion Mihai, Quantitative Analyst at Numerix, explores how negative interest rates have...
The integration of risk and capital analytics into trading decisions is now more critical than ever. Driven by...
In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the...
Basel 3, Dodd-Frank, Solvency II, and of course, the Supervisory Guidance on Model Risk Management (OCC Bulletin...

The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Moreover, it...
Model risk has gained renewed importance since the 2008 financial crisis. A strong contributor to model risk is...
Many of the most serious challenges facing banks boil down to this: how to get the information required to...
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...

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