Numerix
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.
Articles about Numerix
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
Decrypting crypto: understanding the requirements for successful institutional participation
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
Decrypting crypto: explaining the market from an institutional perspective
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…
How derivatives management is changing post‑Covid‑19
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.
Next-generation technologies and the future of trading
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…
Next-generation technologies and the future of trading
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.
The new rules of market risk management
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…
Next-generation technologies and the future of trading
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
The art of effective market risk management during a period of transformation
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.
Libor transition nears its end – Five topics you need to know
As the deadline to Libor cessation approaches, Liang Wu, executive director of financial engineering and head of cross-asset product management at Numerix, presents a series of market themes that warrant closer inspection
Range accruals under spotlight as Taiwan prepares for FRTB
Taiwanese banks review viability of products offering options on long-dated rates
Modifying market risk management – A year into the Covid‑19 pandemic
This webinar explores how capital markets participants revised their market risk management practices during the height of Covid-19 pandemic-induced market volatility and what this means for the future
Libor Risk – Quarterly report Q4 2020
Exactly when Libor’s regulator will sign the official death warrant for the most popular US dollar settings is now a cause of huge uncertainty. It’s also a matter of huge significance
Quarles’ legacy Libor contracts plan stirs confusion
Cryptic comment feeds speculation about synthetic US dollar Libor – prompting pushback from ARRC
The Libor transition – Let’s talk about SOFR
Time is ticking to Libor’s planned decommission date of December 31, 2021. Firms need to move quickly to execute their transition strategies, and having unique insight into certain key issues can aid decision-making. Numerix’s Ping Sun discusses…
Libor transition readiness – The current narrative
The decommission of Libor is making a huge imprint on the global financial services sector. The transition from Libor to alternative reference rates may just be the largest financial engineering project the world has ever seen. While the capital markets…
The top risk management trends in the Asean region
Setting the scene in preparation for the Risk Asean conference in October, a group of industry experts debate and discuss the top trends in risk management the Asean region will need to look out for in 2021 and beyond
Structured notes – Transforming risk into opportunities
Global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of the Covid‑19 pandemic. Numerix explores what this means for traders, issuers, risk managers and investors as the structured products…
The Libor countdown – Focusing on derivatives and the impact of Covid-19
Considering the Libor transition is beyond the halfway stage, staying current with updates, information and insights are crucial to organisations’ preparation efforts. When it comes to derivatives, the route to the finish line is not evenly paved, but…
Structured products – Transforming risk into opportunities
The structured product market is one of the most dynamic and complex of all, offering a multitude of benefits to investors. But increased regulation, intense competition and heightened volatility have become the new normal in financial markets, creating…
Libor webinar playback: spotlight on derivatives
Panellists from Deutsche Bank, LCH, Numerix and Tradeweb on transition timelines, volatility and discounting