White Paper – Apr 6, 2024

White paper | Mastering XVA Dynamics from the Buy Side

Mastering XVA Dynamics from the Buy Side With high interest rates and volatile markets, derivatives valuation adjustments (XVAs) are again rising in prominence as crucial factors impacting the earnings of financial institutions. Managing XVAs...

White Paper Archive

White paper | Real-World Equity & Volatility Behavior: Implications for Economic Scenario Generation
In this research paper, Andrew McClelland PhD and Financial Engineering specialist at Numerix, examines the...
White Paper | Valuation Risk Handbook Feature - Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models
Basel 3, Dodd-Frank, Solvency II, and of course, the Supervisory Guidance on Model Risk Management (OCC Bulletin...
White Paper | Model Validation: New Approaches in Testing Mathematical and Financial Correctness of Models

The validation of derivative pricing models can be a slow, labor intensive and expensive exercise. Moreover, it...
White Paper | Model Risk: The Challenges of Legacy Code and Best Practices
Model risk has gained renewed importance since the 2008 financial crisis. A strong contributor to model risk is...
White Paper | A Framework for Real-time Risk Aggregation
Many of the most serious challenges facing banks boil down to this: how to get the information required to...
White Paper | The OIS & FVA Relationship: Evolution of OTC Derivative Funding Dynamics
This paper, written by Satyam Kancharla, Numerix Senior Vice President, explores the basics of OIS discounting and...
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...

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