Resources

The Numerix Women in Finance Scholarship is focused on helping talented women pursue graduate studies and embark on careers in finance. A US$20,000 award is given to one woman annually to apply towards her advanced finance degree.

While once firms had concerns over the security of the cloud, now it is regarded as highly secure with clear advantages over on-premise systems. But with all the known benefits, banks continue to be slow to cloud adoption. What are the reasons and what does the path forward look like for banks and cloud migration? We discuss in our blog.

How can capital markets firms remain competitive in the face of soaring inflation, geopolitical tensions and climbing interest rates? We share three proven ways you can improve your risk management function in order to prepare for the inevitable uncertainty that lies ahead.

Increasing global risks, economic uncertainty, and the evolving financial industry are having an unprecedented impact on risk managers’ function, skillset, and expertise. In this blog we provide an analysis of how the role of the Chief Risk Officer (CRO) is changing. 

In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair. 

In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS.

In this blog, Numerix Executive Vice President and Chief Marketing Officer; James Jockle, shares how you can engage and succeed with content collections by Numerix based on the level of your firm’s LIBOR transition readiness.

Numerix Senior Vice President, Financial Engineering; Ping Sun, shares The Market Impact of SOFR Discounting: What We Know So Far

Over the last several years, a vortex of regulatory, operational, technological, and growth challenges have caused significant shifts in banks’ operating environments and business models. This has created an environment ripe for the application of managed services.

Numerix experts break down the growing list of XVA pricing adjustments impacting derivatives, explore how they interact and their relationship to the overall profitability of a derivatives business.

Managing xVAs is complex, and that complexity is growing as banks extend xVA to reflect new costs, such as those associated with posting initial margin, or to more-accurately reflect the costs of capital utilization.

In this blog, James Jockle, Chief Marketing Officer, shares the insights of a data science visionary, who, through his research and thought-provoking analysis of AI, arrives at an answer to the critical trust question.

Extensions and revisions of bank capital and margin requirements have given rise to increased interest in capital calculations and the methods employed. Our blog showcases insights on this topic from Dr. Serguei Issakov, Global Head of Quantitative Research at Numerix.

In this blog, we discuss our experience at Numerix as a company embarking on our 20th year in business. We are proud of both the legacy behind us and the exciting future before us.

Learn advanced FX hedging strategies and what is most effective.

Modeling the smile and capturing the stochastic nature of volatility has become critically important for inflation derivatives trading.

Bates stochastic volatility jump-diffusion model is the market standard model for pricing exotic options that depend heavily on the forward skew, such as cliquets and other forward-starting trades.