Articles about Numerix
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
A webinar covering key drivers of market fluctuations, the impact of currency and interest rate differentials, technology-driven strategies for risk mitigation in portfolio management, as well as innovations in asset and liability management during uncertain environments
Real-time risk management in the age of dynamic markets and data
This webinar delves into how recent operational overhauls are influencing numerical considerations and strategies for real-time risk management in dynamic markets
Breaking out of the cells: banks’ long goodbye to spreadsheets
Dealers are cutting back on Excel amid tighter regulation and risk concerns
Turbocharging tech for next-level risk analytics
As regulatory demands and market conditions constantly change, investing in robust risk analytics is becoming not only a business necessity, but an essential compliance requirement
Zero-day options: unique market dynamics and risk considerations
In a recent Risk.net webinar, experts discussed the growth and usage of 0DTE options, challenges in modelling their prices and risks, practical risk management issues and whether they pose systemic risks to the market.
Mastering XVA dynamics from the buy side
Amid fluctuating prices and macroeconomic uncertainty, buy-side firms are taking a more proactive role in challenging the derivatives valuations of their sell-side counterparties
Structured credit: the outlook for 2024
In this webinar produced by Risk.net in association with Numerix, experts discuss the risks, opportunities and outlook for structured credit markets in 2024
Charting the course for structured credit markets in 2024
This Risk.net webinar, in collaboration with Numerix, explores the intricate world of structured credit markets in 2024. The discussion reviews the key market dynamics in 2023, and looks ahead to 2024 to observe how practitioners are handling the…
XVA dynamics from a buy-side perspective: the latest strategies and insights
XVA components have once again gained prominence as crucial factors impacting the earnings of financial institutions. This webinar explores key aspects of XVA from a buy-side perspective, shedding light on strategies to navigate this complex terrain and…
The tech revolution: equipping institutions for risk and regulatory challenges
Unveiling the impact of cloud technology and data analytics, empowering institutions to enhance their calculations and cut operational costs. Redirecting focus to critical business decision-making and profitability follows suit
Zero-day options: ticking time bombs or high alpha trades?
Zero-day-to-expiration (0DTE) options have surged in popularity over the past several years, with 0DTE options now exceeding 40% of daily trading volumes in S&P 500-linked options by recent estimates. A panel of market experts provide their perspectives…
Cloud control: optimising cloud for risk management gains
Cloud adoption has accelerated rapidly among capital markets participants in recent years. This Risk.net webinar explores how firms can optimise their usage of cloud, driving greater efficiency, avoiding common pitfalls and keeping costs to a minimum
D-day for the rates market: solving the outstanding issues in US Libor transition
The next months will determine how rates markets cope with the death of Libor. With transition efforts approaching D-day, experts discuss the issues facing the market, the progress made so far and the outstanding issues facing the ‘new look’ rates market…
Counting down to dollar Libor transition
In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions
Markets Technology Awards 2023 winners' review
Vendors are offering greater modelling flexibility. What if that’s not enough?
XVA calculation product of the year: Numerix
Numerix has won the XVA calculation product of the year award at the 2023 Risk Markets Technology Awards in recognition of Oneview for XVA
XVAs and counterparty credit risk for an energy market in crisis
Europe’s current energy crisis, coming on the heels of global market volatility caused by the Covid-19 pandemic, has introduced additional complexities to valuation adjustments and counterparty credit risk modelling. Additionally, underdeveloped forward…
Cloud solution provider of the year: Numerix
Asia Risk Awards 2022
Lag in the SOFR-linked non-linear derivatives market: three barriers to transition
Risk.net explores three themes in SOFR non-linear derivatives discussed by experts in a webinar sponsored by Numerix
Swaptions transition snags trigger term SOFR calls
Liquidity flips to RFR but laggards struggle with behavioural quirks for contracts referencing overnight rates
The final stretch: outstanding issues in non-linear RFR derivatives
Six months on from Libor’s cessation, cash and derivatives markets have adapted quickly to the new multi-rate world. In the US, where selected US dollar Libor tenors will remain in place until mid-2023, SOFR is firmly established as the preferred…