Numerix
MVA: Forecasting initial margin for client trades and dynamic hedges
In its latest margin survey, the International Swaps and Derivatives Association reported that initial margin (IM) collected by the top 20 firms increased by 22% to $130.6 billion at the end of 2017. As new transactions become subject to IM requirements,…
Ripple effect: The impact of moving away from Libor
Sponsored Q&A
Transitioning beyond Libor: Some key considerations
Liang Wu, vice-president of financial engineering and head of CrossAsset product management at Numerix, explores the transition to Libor alternative rates and the impact on curve construction practices
Asia Risk Technology Rankings 2018: The winners
Murex, Finastra, FIS take top spots in this year’s rankings
Is AD the answer to quicker MVA calculation?
Quants propose faster technique for Simm-MVA based on algorithmic differentiation
XVA special report 2018
After a turbulent decade, the past couple of years have arguably been a little easier for the derivatives valuation community. Overnight indexed swap (OIS) discounting is market standard for cash collateralised instruments, while funding and capital…
Reducing noise is as important as radical change
Quants study ways to reduce noise in XVA Greeks calculations
Quant analyst Antonov to swap Numerix for Standard Chartered
New role in London only second for Numerix veteran
Market Technology Awards 2018: New problems, new solutions
Vendors embrace cloud, alternative languages and agile approaches
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
XVA reaches far and wide
Sponsored Q&A: CompatibL, Murex and Numerix
Technology provider of the year (vendor); Pricing and analytics platform of the year: Numerix
Structured Products Americas Awards 2017: Expanded ability to support market-making in electronic markets shows Numerix’s commitment to service
FRTB Special Report 2017
Confronting the challenges of FRTB in P&L attribution, non-modellable risk factors and technology
Seizing the opportunity of transformational change
Sponsored Q&A: CompatibL, Murex and Numerix
From swaps to software: rivals eye Goldman and JP tech plans
Goldman Sachs and JP Morgan upending years of bank strategy by making systems available to clients
Risk technology rankings 2016: no bank is an island
Murex, FIS and Calypso take the top spots in this year’s rankings, as banks’ technology needs inspire more collaborative approaches
Pricing and analytics platform of the year: Numerix
Technology vendor launches services to help navigate FRTB and Priips
Thinking differently about FRTB
Sponsored feature: Numerix
Blueprint for FRTB: Building a future-state business strategy
Sponsored feature: Numerix
Lining up the fundamentals
Sponsored Q&A: Asset Control, Murex, Vector Risk, CompatibL, Parker Fitzgerald and Numerix
The growing pull of public cloud for banks and regulators
Adoption by the FCA for Mifid II data reporting indicates public cloud satisfies regulatory, security and reliability requirements
Futureproofing risk management
Sponsored Q&A: Numerix
Technology vendor of the year – non-bank: Numerix
Staying ahead of client demands in the annuities space reaps dividends