Numerix Opens Application Period for 2024 Women in Finance Scholarship
We're happy to announce that we are accepting applications for the 2024 Women in Finance Scholarship. This $20,000 annual scholarship award recognizes talented young women advancing their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets.
Turbocharging Tech for Next-Level Risk Analytics
Download the latest Risk.net whitepaper to read more about the challenges and key themes facing risk managers, and how they are using technology to uncover opportunity.
Speeding up Capital Markets Through Quicker Capital Raising
In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.”
Navigating the New World of Private Credit Opportunities and Strategies
In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent.
Crypto and Capital: The Impact of Blockchain on the Financial Industry
In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization.
Meet the New Numerix
Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com.
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.
April Newsletter 2024
Thinking Derivatively | April 2024 | In this Issue: XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance
How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios
For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
The Impact of Low-Code Technology on the Financial Industry
In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry.
Revolutionizing Finance: A Deep Dive into Fintech Innovations
In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets.
Using Cloud Computing to Simplify XVA
Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA.
Dr. Merav Ozair on if Blockchain could enable Responsible AI
In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain.
Attracting, Retaining and Engaging the Gen Z Workforce
In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z.
Zero-Day Options: Unique Market Dynamics and Risk Considerations
To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion.
Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics
In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering.
AI Regulation and the Finance Industry
In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation.
Understanding the Quick Rise and Wide Impact of AI and MLs
In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs.
Numerix Opens Application Period for 2024 Women in Finance Scholarship
We're happy to announce that we are accepting applications for the 2024 Women in Finance Scholarship. This $20,000 annual scholarship award recognizes talented young women advancing their education with the goal of pursuing a career in financial asset management, market risk management or derivatives finance within the capital markets.
Turbocharging Tech for Next-Level Risk Analytics
Download the latest Risk.net whitepaper to read more about the challenges and key themes facing risk managers, and how they are using technology to uncover opportunity.
Meet the New Numerix
Today, we unveil our bold new brand identity, featuring an enhanced company logo and modernized website design. We invite you to explore our new website at numerix.com.
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.
April Newsletter 2024
Thinking Derivatively | April 2024 | In this Issue: XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance
How to Use Swaps to Hedge Interest Rate and Inflation Risk in Muni Bond Portfolios
For investors looking to diversify their portfolios with lower risk, municipal (muni) bonds are becoming an increasingly attractive investment option. In this blog, we explain how muni bond investors can use swaps to hedge their exposure to interest rate fluctuations and inflation expectations.
Using Cloud Computing to Simplify XVA
Cloud usage is surging amongst capital markets participants that rely on fast information processing, the analysis of huge data sets, complex risk management, and effectively executing real-time trades. The nature of cloud is also ideal for simplifying complex pricing and risk functions, such as XVA.
Zero-Day Options: Unique Market Dynamics and Risk Considerations
To explore the pricing and risk nuances of zero-day options, Risk.net held a webinar featuring a panel of financial market experts. Download our new white paper to learn the themes that emerged from this insightful discussion.
Numerix & PolyPaths: A Combined Powerhouse in Capital Markets Analytics
In August 2023, Numerix acquired PolyPaths, the leading provider of analytics and risk management solutions for financial institutions. In today’s blog, we share an overview of PolyPaths’ powerful structured finance offering.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
March Newsletter 2024
Thinking Derivatively | March 2024 | In this Issue: Cloud technology, Trends in global finance, Hot topics in structured finance
Numerix Podcast: Brand-New Season Now Available
We’re delighted to announce Season Two of the popular Numerix podcast series, Trading Tomorrow: Navigating Trends in Capital Markets. Episode One will offer exciting conversation around society’s fascination with AI and what we can expect for the future of this technology.
Top Takeaways from the World’s Largest Structured Finance Event
Numerix and PolyPaths recently attended SFVegas 2024, the premier global capital markets conference hosted by the Structured Finance Association (SFA). Today, we’d like to share a few takeaways we gleaned from this educational event.
Structured Credit: The Outlook for 2024
This paper is derived from a Risk.net webinar sponsored by Numerix, where a panel of industry experts discussed the risks, opportunities and outlook for the structured credit markets in 2024.
If More Convincing Is Needed, Here Are 4 Essential Reasons to Make More Use of the Cloud
In this paper, Numerix’s Head of Market Risk and Counterparty Credit Risk Analytics, Mayank Nanda, outlines his business case for supporting greater adoption of the cloud.
Exploring 3 Major Challenges of the SOFR Transition
Trading of 0DTE options is surging in popularity, offering investors low transaction costs and a strong liquidity profile, among other attractive benefits. But, because 0DTE options have a rapid lifecycle, they do create special considerations. In our blog, we discuss how access to real-time option pricing and precise risk analysis can help you maximize success with these investments.
Navigating Real-Time Pricing and Risk of Same-Day Options
Over the past year, options trading volumes hit a record high. What’s more, nearly 50% of all S&P 500 options are now associated with zero day to expiration (0DTE) options specifically, surpassing those of all other options maturities. We recently held a solution webinar to look deeper into this topic.
January/February Newsletter 2024
Thinking Derivatively | January/February 2024 | In this Issue: 2024 market themes, Structured credit markets, Quantitative trading strategies
3 Factors Transforming Mortgage-backed Security (MBS) Investing
Managing MBS investing is growing more complex by the day, placing risk concerns at the forefront for the buy-side and redefining the MBS landscape. In this blog, we touch on three leading factors transforming the mortgage industry, as reported in a recent Greenwich Coalition report.
Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform.
FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.
Charting the Course for Structured Credit Markets in 2024
In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and other interest rate-sensitive structured products, highlighting the key risk factors and unique market dynamics that shape them.
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
Tech Revolution: Equipping Institutions For Risk and Regulatory Challenges
In October 2023, Risk.net gathered a panel of experts to discuss the game-changing impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs.
FINCAD Analytics Suite: Current Rate Dynamics & RFR Curve-Building
Get a first-hand look at FINCAD Analytics Suite for Excel’s powerful curve-building capabilities, enabling firms to easily construct curves for risk-free rates (RFRs) in a fluctuating interest rate environment.
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
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.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
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.
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.
Cloud Control: Optimising Cloud for Risk Management Gains
In May 2023, Risk.net hosted this exclusive session with Executive Director of Numerix, Obaid Dehlavi, which covers expert insight on the challenges of working in the cloud, lift and shift, managing scale and more.
Zero-day options: ticking time bombs or high alpha trades?
In June 2023, Risk.net gathered a panel of experts to provide their perspectives on 0TDE options.
A Step-by-step Guide to Using ChatGPT to Build a Simple Risk Application
Can ChatGPT be leveraged by capital markets firms, and if so, how? Join James Gavin of Numerix as he walks through a practical example of using ChatGPT to calculate Value-at-Risk (VaR) on a swap portfolio and building a lightweight VaR application.
Future Directions for Capital Markets Technology in the Digital/AI Revolution
This webinar is part of Numerix's ongoing “Derivative Insider” series. In this installment, Neil Chinai, Operating Partner at Sand Hill East, joins Numerix’s CMO James Jockle to discuss his outlook on promising new capital markets technologies.
FRTB in a Fast-Changing World: Is the Regulation Still Relevant?
An update on FRTB progress around the world, as well as challenges and quirks of the regulations that practitioners should be aware of as they finalize their preparations.
Risk.net | D-day for the Rates Market: Solving the Outstanding Issues in US Libor Transition
In March 2023, Risk.net gathered a panel of experts to discuss the issues facing the market, the progress made so far and the outstanding issues facing the 'new look' rates market.
Explaining the Banking Crisis: What Happened, Its Wide Implications and Lessons Learned
A panelist of financial industry experts discuss how the banking crisis unfolded, the impact of inflation, threat of recession, and more.
Exos Financial Uses Numerix CrossAsset SDK Python to Scale Up Risk Analytics
In this video, Philippe Hatstadt, Chief Risk Officer of Exos Financial, discusses why and how his firm used Numerix CrossAsset SDK Python to fill a need for a comprehensive multi-asset and derivatives risk management analytics and valuation library that it could integrate into its own proprietary risk and valuation platform.
OCBC Bank Scales Business and Mitigates Risk with Numerix Oneview
During the course of its nearly 10-year partnership with Numerix, OCBC Bank has faced a number of challenges it engaged Numerix to address. The bank required a platform that could help it meet demand for products with more innovative features within the structured products market and which integrated a sophisticated risk management process.
Samsung Fire and Marine Insurance Case Study
Samsung Fire & Marine Insurance (SFMI), a multinational insurance company based in central Seoul, South Korea, selected the Numerix Economic Scenario Generator for producing its risk neutral economic scenarios. With its principal products including automobile, long-term and commercial insurance, enterprise risk management, and annuities—SFMI is the largest Property and Casualty Insurer in Korea.
Mazars Case Study
Mazars, an international, integrated and independent organization, specializing in audit, accountancy, tax, legal and advisory services selected Numerix CrossAsset analytics to be used within Mazars Actuariat by the Quantitative and Actuarial teams for derivatives pricing, modeling and insurance actuarial work.
Cathay United Bank Case Study
Designed specifically for TMUs, Numerix Treasurer helps Cathay United Bank differentiate its Customer Service and enhance overall operational efficiency while providing comprehensive, accurate and timely regulatory reporting.
Swedbank CrossAsset/Model Validation Case Study
Swedbank selected Numerix CrossAsset for pricing complex structures and model validation. The Numerix CrossAsset analytics platform provides a framework for structuring, pricing and managing complex derivatives and structured products, allowing users to calculate prices and Greeks and perform scenario analysis using real-time data.
pbb Deutsche Pfandbriefbank XVA/CVA Case Study
pbb Deutsche Pfandbriefbank selected Numerix for its firm-wide CVA calculations to assist with regulatory compliance. Chosen for its accurate, near real-time credit risk valuations, Numerix XVA/CVA leverages its industry-leading CrossAsset analytics to deliver a highly flexible, transparent solution for CVA and potential future exposure (PFE).
OTP Bank CrossAsset/Model Validation Case Study
OTP Bank leverages Numerix CrossAsset for model validation, pricing complex derivatives and drilling down to comprehensive pre- and post-trade risk analysis, including Greeks, scenarios and stress testing.
Kerius Finance CrossAsset Risk Case Study
Kerius Finance integrated Numerix CrossAsset into its proprietary platform for risk analysis, customized reporting and hedge advisory services – including proposals and structuring of hedging, financing and investment strategies.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
HDFC Bank Market Risk Case Study
Numerix provided HDFC Bank with the only third-party risk management solution flexible and scalable enough to meet its requirements, combined with a unique level of support provided by its dedicated Numerix Mumbai office.
Double No Touch and Other FX Option Strategies for Low Volatility Markets
This case study covers various foreign exchange (FX) option strategies that take advantage of low volatility market conditions. Specifically, it explores the risks, benefits and mechanics of traditional strategies, such as straddles and strangles, but also focuses on and examines more advanced FX option strategies, such double no touch (DNT) options, European range bet (ERB) options and DNT options in emerging markets.
Discover the Numerix Difference
Learn about our front-to-risk technology suite and how we're helping traders and risk managers actively value, manage risk and hedge their portfolios.
Numerix: Pushing Boundaries to Create Breakthrough Technology
Learn why Numerix is the leading provider of capital markets technology
Numerix Oneview for Trading
In this short animated video, discover how Numerix Solutions provides holistic trading analysis with Oneview for Trading.
What is Numerix Oneview?
Numerix Oneview offers solutions that help manage the complexities of the changing capital markets landscape, effectively manage risk and build a new competitive edge.
Numerix Oneview for XVA
In this short animated video, discover how Oneview’s next-generation technology provides the edge they need to compete and win in their markets.
Steering the Initial Margin Process to Determine Full MVA Cost
How IM requirements arise from client trades and the hedge trades they necessitate
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
Speeding up Capital Markets Through Quicker Capital Raising
In this episode, host Jim Jockle is joined by Rodney Reisdorf, the CEO and Co-Founder of Verivend, dubbed the "Venmo of private capital.”
Navigating the New World of Private Credit Opportunities and Strategies
In this episode, host Jim Jockle dives into the transformative impact of technology on the finance sector with Prath Reddy, president at Percent.
Crypto and Capital: The Impact of Blockchain on the Financial Industry
In this episode, host Jim Jockle is joined by Igor Telyatnikov, CEO and co-founder of AlphaPoint, to explore blockchain's potentially transformative impact on finance, its role in financial inclusion, and its potential to revolutionize asset tokenization.
The Impact of Low-Code Technology on the Financial Industry
In this episode, host Jim Jockle is joined by Brian Sathianathan of Iterate.ai to discuss if low-code technology is well-suited for the financial industry.
Revolutionizing Finance: A Deep Dive into Fintech Innovations
In this episode, host Jim Jockle is joined by Alex Yavorsky of Jefferies to dissect the larger picture of how innovative technologies and forward-thinking companies are reshaping financial markets.
Dr. Merav Ozair on if Blockchain could enable Responsible AI
In this episode, host Jim Jockle is joined by Dr. Merav Ozair, a global leading expert on emerging technologies, who says the answer to implementing AI responsibly could lie in the use of another popular technology, Blockchain.
Attracting, Retaining and Engaging the Gen Z Workforce
In this episode, host Jim Jockle is joined by Bruce Martin, the CEO of Tax Systems, and Keryn Koch, the Chief HR Officer for Numerix, to discuss how to attract and retain the newest addition to the workforce, Gen Z.
AI Regulation and the Finance Industry
In this episode, host Jim Jockle is joined by Professor Michael Wellman, one of the most influential voices on AI regulation, to discuss how we can emphasize AI’s compliance with existing laws, understand the implications, all while continuing to promote quick innovation.
Understanding the Quick Rise and Wide Impact of AI and MLs
In this episode, host Jim Jockle is joined by AI export, Adam Hyland to discuss the reasons behind the burst in popularity of ChatGPT and what the future might hold for AI and MLs.
Subscribe to our monthly newsletter to get exclusive resources from Numerix.
Track these Trends: 2024 Market Insights with Coalition Greenwich
In this episode, host Jim Jockle and Kevin McPartland of Coalition Greenwich discuss the 2024 global finance landscape ad the trends you need to be tracking.
Technology That is Captivating the Finance Industry with Broadridge
In this episode, explore the cutting-edge technologies captivating the finance industry's investments and attention
Decoding Cloud Adoption in Finance with Elle Ellis and Kalyani Koppisetti of AWS
The cloud has revolutionized how businesses operate, bringing forth a wave of innovation that has transformed scalability, cost-efficiency, flexibility, and collaboration.
Unraveling the Intricacies of Data and Capital Markets with Scott Fitzpatrick
Dive into the intricate world of capital markets data in this episode.
Blockchain's Potential on Capital Markets with Graeme Moore
Blockchain is a technology that garners a lot of interest from the finance industry, but could the complex world of asset tokenization transform banking?
Navigating the Turbulent Energy Market with Karl Sees
The episode is a deep into the shifting landscape of the energy and commodities markets.
The Impact of AI and ML on Investing with Chandini Jain
Imagine a world where artificial intelligence dictates your financial decisions; it might be just around the corner.
Venturing into Virtual Reality and Finance with Lyron Bentovim
What if you could see data differently? Not just as numbers on a 2-D screen but as images that tell a story.
Exploring the Impact of Rising Interest Rates on Derivatives Clearing with Ross Lancaster
Prepare yourself for a enlightening journey into the world of derivatives clearing, where rising interest rates are opening up new avenues of growth.
Portfolio Management Using Advanced Market & Credit Simulations
Demo content for teaser description