Numerix is the leading provider of innovative capital markets technology solutions and real-time intelligence capabilities for trading and risk management. Committed to out-of-the box thinking, the exploration and adoption of latest technologies, Numerix is dedicated to driving a more open, fintech-oriented, digital financial services market. Built upon a 20+ year analytical foundation of deep practical knowledge, experience and IT understanding, Numerix is uniquely positioned in the financial services ecosystem to help its users reimagine operations, modernise business processes and capture profitability.
Profitable decisions demand powerful insights. Numerix Oneview is our award-winning pricing and risk platform, providing holistic views of the entire derivatives business. Its intelligent front-to-risk capabilities are powered by the most comprehensive analytic library in over-the-counter derivatives and structured products. Designed for the evolution of the capital markets, Oneview was built for complex calculations, is scalable and cloud-ready – empowering unparalleled accuracy, enabling real-time calculations and unleashing dynamic custom reporting and analysis capabilities. Modern microservice architecture enables capital market use-case modules that expand on Oneview’s core valuation capabilities including: Oneview for Trading, Oneview for XVA, Oneview for Margin and Oneview for Market Risk.
In this webinar produced by Risk.net in association with Numerix, experts discuss the risks, opportunities and outlook for structured credit markets in 2024
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 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
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…
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
Vendors are offering greater modelling flexibility. What if that’s not enough?
Numerix has won the XVA calculation product of the year award at the 2023 Risk Markets Technology Awards in recognition of Oneview for XVA
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…
Asia Risk Awards 2022
Risk.net explores three themes in SOFR non-linear derivatives discussed by experts in a webinar sponsored by Numerix
Liquidity flips to RFR but laggards struggle with behavioural quirks for contracts referencing overnight rates
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…
This white paper series takes an institutional perspective, examining the multiple dynamics of the cryptocurrency space. Part two explores the adoption of cryptocurrencies within institutional markets
This white paper series takes an institutional perspective, examining the multiple dynamics of the cryptocurrency space. Part one explores the increasing range of crypto derivative products attracting more capital to the sector and how growing…
Risk.net explores five derivatives trading themes discussed by experts in a recent webinar sponsored by Numerix
XVAs and counterparty credit risk for energy markets: addressing the challenges and unravelling complexity
In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss practical challenges in the modelling and risk management of XVAs and CCR in the energy markets, and how to overcome them.
At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…
This webinar explores how trading businesses can adapt to this new environment to improve margins and generate alpha, examining the future of trading technology, how companies will implement these new innovations and new skills that might be needed.
Amid 2020’s Covid-19-related market turmoil – with volatility and value-at-risk (VAR) measures soaring – some of the world’s largest investment banks took advantage of the extraordinary conditions to notch up record trading revenues. In a recent Risk.net…
Register for our webinar convening groundbreakers, thought leaders and senior representatives from the buy and sell sides to discuss how trading businesses can adapt to this new environment to improve margins and generate alpha
This white paper takes a current view of market risk management, its growing complexity and how it can be transformative to institutions as the industry is widely recognising what are the right approaches to addressing evolving risks.