White Paper – Aug 1, 2023

White paper | As Action Time Nears, Be Aware of These 3 Big FRTB Issues

As Action Time Nears, Be Aware of These 3 Big FRTB Issues We are finally nearing FRTB’s finish line, with implementation deadlines approaching rapidly in many jurisdictions. Once implemented, FRTB will represent the beginning of a new era for...

White Paper Archive

White Paper | The Numerix Approach to Funding Value Adjustment for General Financial Instruments
Collateral represents the tool of choice for mitigating Counterparty Credit Risk in the post 2008 market...
White Paper | Mastering Model Risk: Assessment, Regulation and Best Practices

In this paper, Numerix Chief Strategy Officer & SVP, Satyam Kancharla, outlines industry best practices for...
Considering Stochastic Mortality in Pricing Variable Annuities: Applications of the Lee Carter Model


This research paper, written by Chao Liang, FSA and Numerix Insurance Product Specialist, examines how the...
White Paper | Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice

In this white paper, Numerix VP and Insurance Product Manager Ghali Boukfaoui, explores the theory behind and...
White Paper | Thinking Forward About Pricing and Hedging Variable Annuities

In this paper, we discuss recent developments in modeling and product design of variable annuities that address...
White Paper | Portfolio Valuations: The Changing Landscape

Though the credit crisis appears to still be in its infancy, a clear change in the way institutions value and...
White Paper | Windows HPC Server: Numerix CrossAsset XL & Numerix Portfolio
Download Numerix Performance Benchmark Results
Windows HPC Server: Numerix CrossAsset XL & Numerix Portfolio...

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