white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
white paper Zero-Day Options: Unique Market Dynamics and Risk Considerat... Read more about Zero-Day Options: Unique Market Dynamics and Risk Considerations
webinar XVA Dynamics from a Buy-Side Perspective: The Latest Strateg... Read more about XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
Resources Filter by Type All Resources Publications Webinars Case Studies Videos Podcasts Events Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology 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. Read Blog blog XVAs Defined: The Profitability Puzzle 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. Read Blog blog Putting Quantitative Innovation into Focus for XVAs 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. Read Blog blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? 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. Read Blog blog Regulatory Guide to Understanding Bank Capital and Margin Requirements 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. Read Blog blog Numerix Celebrates 20 Years of Innovation in Pricing and Risk 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. Read Blog blog Advanced FX Hedging Strategies (and what NOT to do): A Case Study Learn advanced FX hedging strategies and what is most effective. Read Blog blog Capturing Stochastic Volatility: Key to Trading Inflation Derivatives Modeling the smile and capturing the stochastic nature of volatility has become critically important for inflation derivatives trading. Read Blog blog Bates Model and Cliquet Pricing in Numerix 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. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform Content type All Publications Analyst report Article Blog post Journal issue Newsletter Quantitative research White paper blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology 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. Read Blog blog XVAs Defined: The Profitability Puzzle 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. Read Blog blog Putting Quantitative Innovation into Focus for XVAs 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. Read Blog blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? 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. Read Blog blog Regulatory Guide to Understanding Bank Capital and Margin Requirements 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. Read Blog blog Numerix Celebrates 20 Years of Innovation in Pricing and Risk 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. Read Blog blog Advanced FX Hedging Strategies (and what NOT to do): A Case Study Learn advanced FX hedging strategies and what is most effective. Read Blog blog Capturing Stochastic Volatility: Key to Trading Inflation Derivatives Modeling the smile and capturing the stochastic nature of volatility has become critically important for inflation derivatives trading. Read Blog blog Bates Model and Cliquet Pricing in Numerix 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. Read Blog Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now webinar The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors. Register Now webinar LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can Help Find out how new Risk Free Rates (RFRs) have been adopted in derivatives markets around the globe, and learn how Numerix analytics can help firms price new RFR products, construct RFR curves, and build volatility surfaces. Register Now webinar Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation and gain an enhanced risk management approach for your derivatives operations. Register Now webinar To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions. Register Now webinar Estimating Cross-Model Correlations for CCR & XVA In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA. Register Now webinar Transforming Treasury and Derivatives management post Covid-19 In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk. Register Now webinar Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business. Register Now Subscribe to our monthly newsletter to get exclusive resources from Numerix. Marketo assets failed to be loaded webinar Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the dynamics that complicate modelling, Register Now webinar XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and Unravelling Complexity In this webinar, panel of quantitative researchers and risk practitioners from banks, energy firms, and a software vendor discuss the many practical challenges they’ve encountered in the modeling and risk management of XVAs/CCR in the energy markets, and how to overcome them. Register Now webinar Advances in Counterparty Credit Risk Modelling in Energy Markets In this webinar, Numerix SVP of Quantitative Research, Andrew McClelland Ph.D., looked at what is being done to improve energy models inside the counterparty credit risk setting. Register Now webinar Modelling Energy Curves for XVA Watch Numerix’s SVP of Quantitative Research Andrew McClelland present updates to his latest research, "Modelling Energy Curves for XVA." Register Now webinar Next generation technologies and the future of trading In this webinar, Numerix and Risk.net panelists examine the future of trading technology, how companies will implement these new innovations, and explore the range of new skills that might be needed. Register Now webinar SRP Europe Conference 2021: Optimizing Financial Valuations to Improve Investor Experience During SRP’s 18th annual flagship conference, SRP Europe 2021, thought leaders from across the European market came together to examine, discuss and debate the state of Europe’s structured products industry. Register Now webinar QuantMinds 2020: Modelling Energy Curves for XVA This on-demand webinar offers insights and commentary across several areas including: Seasonality in volatilities & correlations for energy curves; oil, gas, power, etc. | XVA & the importance of correlations | The Andersen ('10) model, akin to Cheyette ('92) with seasonality in response functions | Estimation via state-space representation and filtering | akin to Dynamic Nelson-Siegel (’06) | Objective measure-vs.-pricing measure implications and handling stochastic volatility. Register Now webinar Risk.net | Modifying Market Risk Management – A Year After Covid-19 Join this panel discussion with Numerix and Risk.net to understand how capital markets participants revised their market risk management practices during the height of market volatility and what this means for the future. Register Now webinar Adopting a Cloud-Based Risk Management Strategy In this webinar, held in partnership with Microsoft, you will learn more about the value running real-time pricing and risk management calculations in the cloud can create for financial services firms Register Now Pagination First page « First Previous page Previous Page 1 Page 2 Current page 3 Page 4 Page 5 Page 6 Page 7 Next page Next Last page Last » Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. 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Who We ServeMarket RiskQuantitative Research & DevelopmentSalesSoftware DevelopmentSoftware VendorsValuationsAccountingActuariesConsultingCounterparty Credit RiskIT & InfrastructureStructuringAudit/AdvisoryModel ValidationRegulationsTradingCollateral ManagementPortfolio ManagementXVA DeskFront Office & TradingRisk ManagementBack Offices & OperationsQuant & ActuariesTechnology & DevelopmentFinTech & Consultants What We OfferDevelopment PlatformExoticsValuationGraph FrameworkMarket RiskVanilla DerivativesFixed Income & Structured FinanceXVA & Counterparty RiskOTC TradingStructured Finance Trading & RiskBanking Asset Liability ManagementDerivatives & Fixed Income AnalyticsFront-to-Risk ApplicationsCapital Markets Development Platform No resources found. 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blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology 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. Read Blog
blog XVAs Defined: The Profitability Puzzle 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. Read Blog
blog Putting Quantitative Innovation into Focus for XVAs 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. Read Blog
blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? 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. Read Blog
blog Regulatory Guide to Understanding Bank Capital and Margin Requirements 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. Read Blog
blog Numerix Celebrates 20 Years of Innovation in Pricing and Risk 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. Read Blog
blog Advanced FX Hedging Strategies (and what NOT to do): A Case Study Learn advanced FX hedging strategies and what is most effective. Read Blog
blog Capturing Stochastic Volatility: Key to Trading Inflation Derivatives Modeling the smile and capturing the stochastic nature of volatility has become critically important for inflation derivatives trading. Read Blog
blog Bates Model and Cliquet Pricing in Numerix 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. Read Blog
blog Risk as a Service: For Many, a Better Way to Derive Value from New Technology 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. Read Blog
blog XVAs Defined: The Profitability Puzzle 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. Read Blog
blog Putting Quantitative Innovation into Focus for XVAs 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. Read Blog
blog Data Science Visionary Convinces on Transformative Power of Artificial Intelligence—But How Much Can We Trust it? 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. Read Blog
blog Regulatory Guide to Understanding Bank Capital and Margin Requirements 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. Read Blog
blog Numerix Celebrates 20 Years of Innovation in Pricing and Risk 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. Read Blog
blog Advanced FX Hedging Strategies (and what NOT to do): A Case Study Learn advanced FX hedging strategies and what is most effective. Read Blog
blog Capturing Stochastic Volatility: Key to Trading Inflation Derivatives Modeling the smile and capturing the stochastic nature of volatility has become critically important for inflation derivatives trading. Read Blog
blog Bates Model and Cliquet Pricing in Numerix 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. Read Blog
webinar Build Capital Market Apps Faster with NxCore Cloud Find out how NxCore - the next-generation development platform creates value for development teams – and their end-users. Register Now
webinar Derivative Insider Webinar Series: Cautionary Insights on Software Development In this webinar we discuss some troubling trends observed in software development, and how firms can address them before they cause serious problems. One topic in particular – development of proprietary systems using open-source code – h Register Now
webinar The Final Stretch: Outstanding Issues in Non-linear RFR Derivatives In this Risk.net webinar a panel of industry experts discuss the key issues and challenges market participants face regarding the volatility, valuation, pricing, liquidity and hedging of non-linear derivatives such as options, caps and floors. Register Now
webinar LIBOR Transition Update: RFR Adoption So Far, & How Numerix Analytics Can Help Find out how new Risk Free Rates (RFRs) have been adopted in derivatives markets around the globe, and learn how Numerix analytics can help firms price new RFR products, construct RFR curves, and build volatility surfaces. Register Now
webinar Navigating SEC Rule 18f-4: Enhancing Derivatives Risk Management Programs Watch this webinar to gain a clear perspective on what actions must be take now to comply with the new regulation and gain an enhanced risk management approach for your derivatives operations. Register Now
webinar To Cloud or Not to Cloud: Shifting Attitudes Around Cloud Adoption Paul Sinthunont, Strategic Advisor at Aite-Novarica Group unveil key findings from one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk management functions. Register Now
webinar Estimating Cross-Model Correlations for CCR & XVA In this webinar, Numerix’s Andrew McClelland, SVP of Quantitative Research, shares detailed insights on Estimating Cross-Model Correlations for CCR & XVA. Register Now
webinar Transforming Treasury and Derivatives management post Covid-19 In this webinar, Numerix and Risk.net, will examine new strategies to enhance your derivatives business and treasury management in the face of Covid-19, regulatory changes and counterparty risk. Register Now
webinar Digitalisation of Derivatives Trading: Utilising Technology to Increase Profits In this webinar, learn how new technologies, such as AI and machine learning, can be leveraged to better manage several aspects of a derivatives business. Register Now
webinar Deep Dive: Advances in Counterparty Credit Modelling in Energy Markets Numerix’s Andrew McClelland, SVP of Quantitative Research, addresses natural gas and electricity curves and the dynamics that complicate modelling, Register Now
webinar XVAs and Counterparty Credit Risk for Energy Markets – Addressing the Challenges and Unravelling Complexity In this webinar, panel of quantitative researchers and risk practitioners from banks, energy firms, and a software vendor discuss the many practical challenges they’ve encountered in the modeling and risk management of XVAs/CCR in the energy markets, and how to overcome them. Register Now
webinar Advances in Counterparty Credit Risk Modelling in Energy Markets In this webinar, Numerix SVP of Quantitative Research, Andrew McClelland Ph.D., looked at what is being done to improve energy models inside the counterparty credit risk setting. Register Now
webinar Modelling Energy Curves for XVA Watch Numerix’s SVP of Quantitative Research Andrew McClelland present updates to his latest research, "Modelling Energy Curves for XVA." Register Now
webinar Next generation technologies and the future of trading In this webinar, Numerix and Risk.net panelists examine the future of trading technology, how companies will implement these new innovations, and explore the range of new skills that might be needed. Register Now
webinar SRP Europe Conference 2021: Optimizing Financial Valuations to Improve Investor Experience During SRP’s 18th annual flagship conference, SRP Europe 2021, thought leaders from across the European market came together to examine, discuss and debate the state of Europe’s structured products industry. Register Now
webinar QuantMinds 2020: Modelling Energy Curves for XVA This on-demand webinar offers insights and commentary across several areas including: Seasonality in volatilities & correlations for energy curves; oil, gas, power, etc. | XVA & the importance of correlations | The Andersen ('10) model, akin to Cheyette ('92) with seasonality in response functions | Estimation via state-space representation and filtering | akin to Dynamic Nelson-Siegel (’06) | Objective measure-vs.-pricing measure implications and handling stochastic volatility. Register Now
webinar Risk.net | Modifying Market Risk Management – A Year After Covid-19 Join this panel discussion with Numerix and Risk.net to understand how capital markets participants revised their market risk management practices during the height of market volatility and what this means for the future. Register Now
webinar Adopting a Cloud-Based Risk Management Strategy In this webinar, held in partnership with Microsoft, you will learn more about the value running real-time pricing and risk management calculations in the cloud can create for financial services firms Register Now