Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS - Episode 9
Podcast Series from Numerix: Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS
How APAC Banks Can Leverage FRTB-SA for Effective Market Risk Management
An overview of FRTB-SA and how banks can use it for market risk management, including day-to-day risk monitoring, drilldown analysis, capital allocation, what-if analysis, and others
Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick - Episode 8
Podcast Series from Numerix: Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick
NxCore for XVA: An Advanced XVA Engine & Quant Sandbox
Learn how Numerix’s NxCore product, a cloud-native development platform, can be used for high performance XVA calculations and quantitative sandboxing.
XVA Dynamics from a Buy-Side Perspective: The Latest Strategies and Insights
In October 2023, Risk.net gathered a panel of experts to discuss key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain, helping to reduce trading costs and ensure access to liquidity from a wider panel of banks.
Blockchain's Potential on Capital Markets with Graeme Moore - Episode 7
Podcast Series from Numerix: Blockchain's Potential on Capital Markets with Graeme Moore
November Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Hedging Strategies in 2023, Navigating XVAs, Informing Daily Trading and Risk Decisions
Thriving Amidst Volatility in the Energy Markets
The energy and commodity markets have experienced a surge in volatility over the last 18 months. How are market participants responding? In our blog, we delve into the multifaceted world of energy markets with a focus on the vital role of counterparty credit risk in helping firms stay competitive.
Navigating the Turbulent Energy Market with Karl Sees
Podcast Series from Numerix: Navigating the Turbulent Energy Market with Karl Sees
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The Impact of AI and ML on Investing with Chandini Jain - Episode 5
Podcast Series from Numerix: The Impact of AI and ML on Investing with Chandini Jain
PnL Explain: Strategic Trading Book Insights for Traders, Risk Managers & Other Stakeholders
Learn how the PnL Explain analytics in Numerix Oneview can provide you with critical insights to inform your daily trading and risk decisions.
Venturing into Virtual Reality and Finance with Lyron Bentovim - Episode 4
Podcast Series from Numerix: Venturing into Virtual Reality and Finance with Lyron Bentovim
FRTB: Are you ready for a new era in market risk management?
Check out our just-released blog, exploring key data, technology and modelling considerations firms should be focusing on now as they prepare to meet FRTB requirements.
Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster - Episode 3
Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth.
October Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | New Podcast Episodes, Free Trial of FAS Still Available, FRTB On-Demand Webinar
FRTB-SA Analytics: Transforming a Regulatory Obligation into an Opportunity
Learn how Numerix’s FRTB-SA analytics can help banks uncover additional business benefits beyond just regulatory compliance.
Four Tech Trends you Need to be Tracking with Neil Chinai - Episode 2
Podcast Series from Numerix: Four Tech Trends you Need to be Tracking with Neil Chinai
A Deep Dive into the Role of AI in Finance with Prag Sharma - Episode 1
Podcast series from Numerix: A Deep Dive into the Role of AI in Finance with Prag Sharma
July Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | The Changing Role of the CRO, Using Chat GPT to Build a Risk Application, and More
Exploring 3 Hot Topics in Energy and Commodity Trading
In this blog, we will explore topics in energy trading and risk management as discussed at E-world, Europe's leading energy trade fair.
For the Capital Markets, Every Risk Playbook Needs to Implement These 6 Themes
This white paper outlines 6 risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.
June Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Top Themes for Any Risk Playbook, the Future Direction of Capital Markets Technology
Assessing How Businesses Across the Globe Are Addressing Inflation-Driven Risk Management
Numerix distributed an internal Inflation Risk Management survey. This paper presents the survey's findings and discusses the different ways banks and asset managers globally try to protect against inflation risk.
May Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Inflation Risk Management, AWS Adoption, FRTB Webinar
Our Experience Towards AWS Adoption
In this blog, Numerix Chief Technology Officer, William Humphrey, shares details of our experience towards adopting AWS.
April Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | FINCAD Acquisition, Banking Crisis Discussion, LIBOR Transition Insights
Six Themes that Characterize Trading in the Energy Markets Today
We explore certain trends and themes tied to today’s energy markets.
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March Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Top Themes for Any Risk Playbook, the Future Direction of Capital Markets Technology
Using Emerging Technologies to Improve the Risk Management Function
This white paper shares the technology themes and insights discussed by a keynote panel of risk experts featured at the Risk USA event in October 2022.
January Newsletter 2023
Monthly thought leadership newsletter by Numerix. In this Issue | Leveraging Emerging Tech, Applying XVAs in Energy Markets, Turbocharging Greek Calculations
Numerix Journal Vol. 8 No. 1
The Vol 8. No. 1 Issue of the Numerix Journal presents some of Numerix's recent quantitative research and development achievements. Many of these achievements have been implemented as new functionality in our products. With the ongoing R&D effort at Numerix, this collection of papers showcases the quality of the research on various topics of interest in the field. Readers get an update on the latest progress in the theoretical research and product enhancements at Numerix.
The LIBOR Transition Story Is Not Yet Over: Our Experts Reflect on 5 of the Remaining Core Issues and Challenges
Two Numerix experts share what they believe are some of the most significant themes and concerns that exist as firms forge ahead with their transition plans.
Coalition Greenwich Report
Modernizing Risk Management Technology: Has the Game Changed?, a new report produced by Coalition Greenwich, focuses on how the new macroeconomic regime has impacted and changed the factors that feed into market risk.
Analyzing the Global Usage of XVAs
This white paper uncovers how XVAs are used across different regions and countries and is based on the results of an internal Numerix survey we conducted with our own XVA experts based in the U.S./Canada, Latin America, EMEA and APAC.
Lag in the SOFR-Linked Non-Linear Derivatives Market: Three Barriers to Transition
This article is derived from a Risk.net webinar sponsored by Numerix, where an industry panel discussed how liquidity has developed in SOFR-linked non-linear products.
Technology and Human Disruptors Impacting the Capital Markets
This paper reveals how certain technology and human trends are transforming the capital market ecosystem.
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.
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.
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."
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.
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.
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.
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.
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
Real-Time Risk Management at the Enterprise Level: Uses and Benefits for Risk Managers
In this webinar hosted by CubeLogic, in partnership with Numerix, IOWArocks and PRMIA, market experts come together to examine the role real-time enterprise risk measurement and reporting has to play in practice today.
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Quantitative R&D Innovations Update
In this new research quantitative experts overcome this significant limitation and develop a new type of neural networks that incorporate large-value asymptotics, when known, allowing explicit control over extrapolation.
Neural Networks with Asymptotics Control
In this webinar you will learn more about some of the advantages and use cases for applying machine learning, deep learning, and neural networks in mathematical finance.
Risk.net | LIBOR Telethon: Derivatives, Trading and Liquidity
In December, Risk.net hosted a LIBOR Telethon where they sourced dozens of pressing questions from the Risk.net audience and hosted a live Q&A session with a panel of industry experts.
The Impact of New Alternative Reference Rates on Curve Instruments and Curve Modelling
In November 2020 Numerix had the privilege of participating in Asia Risk Congress, Asia's leading risk management, derivatives and regulation event. At that event, Thomas Chan, Director, Financial Engineering for Numerix based in Hong Kong presented on-camera an in-depth presentation exploring the LIBOR Transition. With LIBOR cessation on track for a December 2021 end, the goal of this presentation is to bring the Asian markets up to speed on transition progress.
Adapting Market Risk Management Practices Amidst COVID-19
Learn what questions banking and capital markets risk managers should be asking themselves right now in terms of stress testing, scenario analysis and market risk practices in the wake of COVID.
The State of Capital Markets Post COVID-19: Major Paradigm Shifts
In this webinar, get a better understanding of the trends and challenges borne by market participants in both the front and middle office as a result of disruptions caused by the unprecedented COVID-19 pandemic.
Transición a SOFR y su impacto en el mercado colombiano
Augusto Carvalho, Director Regional de Preventas de Numerix, Andrés Galindo, Director de PiP Colombia, Laura Carolina Cardona, Estructuradora de productos derivados y divisas, y líder del frente de derivados en el proyecto de cambio LIBOR del Grupo Bancolombia quienes brindarán una actualización profunda del mercado global y colombiano respecto al progreso de esta transición.
Transición a SOFR y su impacto en el mercado peruano
Augusto Carvalho, Director Regional de Preventas de Numerix, Paul Rebolledo, CFA, Gerente de Valuación de PiP Perú, Marco Remy, Gerente de Ingeniería Financiera de Riesgo de Mercado, BCP y Credicorp y Werner Haeberle, Director de Riesgos Estructurales, de Mercado y Fiduciario en BBVA Perú brindarán una actualización profunda del mercado global y peruano respecto al progreso de esta transición.
Risk.net | LIBOR Transition in Asia-Pacific: How to Stay Ahead of the Curve
This webinar will examine how financial institutions can be forward looking and robustly advancing towards the adoption of new alternative rates in Asia.