article

A Few Insights into Crypto Risk

crypto cover
Download the article

In 2021, the value of the crypto market exceeded $2 trillion. The market was booming. But then in May of 2022, there was a widespread crash in cryptocurrency prices—and prices have been falling since (as of July 2022).

In this paper, Numerix’s Satyam Kancharla, Executive Vice President and Chief Product Officer, Client Solutions Group, makes two key points about crypto-related risks that are important for both current institutional participants or those just beginning their crypto journey to be aware of and understand:

  • The lesser known risks that may not be taken into consideration by institutional investors.
  • Modelling risk in a portfolio with crypto derivatives.

 

panel

In the crypto market, there are lesser known risks that may not be taken into consideration by institutional investors, such as the risks associated with crypto derivatives and how to respond to the high volatility.

Satyam Kancharla (fourth from the left)
Subscribe

Related resources

  • Mastering XVA Dynamics from the Buy Side - Teaser
    white paper
    Mastering XVA Dynamics from the Buy Side

    In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint and strategies for navigating this increasingly complex terrain. Download this white paper to discover the stand-out themes that arose from that discussion. 

    View white paper
  • Abstract shapes
    white paper
    ‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB

    While the final FRTB text has some important changes from the fourth QIS of July 2015, including an extra year for implementation (with a new deadline of January 1st, 2019 for local translation and Dec 31st for latest date for 1st report submission by the financial institutions) and a reduced Residual Risk Add-on—many of the key rules in the framework remain unchanged from prior versions. Derivate market participants are finding the scope and complexity of the framework quite daunting.

    Read white paper
  • step by step graphic
    white paper
    FRTB: The Technology Considerations and What You Need to Know

    FRTB will manifestly change the way banks run their trading business; banking infrastructure must rise to new demands. With band-aided, legacy systems becoming costly to adapt and falling short, this paper helps banks to better understand the technology architecture needed to meet the new flexibility, agility, scalability and computational requirements.

    View white paper

Want More from Numerix?

Subscribe to our mailing list to stay current on what we're doing and thinking at Numerix