Articles about Numerix
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
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets.
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
Analyzing the global usage of XVAs
This white paper presents the most interesting survey findings. The survey aimed to understand current XVA usage and practices within a still diverse implementation global landscape of 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…
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…
Decrypting crypto: explaining the market from an institutional perspective
A white paper series taking an institutional perspective in examining the multiple dynamics of the cryptocurrency space.
Archegos collapse raises red flags about risk management systems – and underscores need for investment in technology
This article reveals how the Archegos debacle exposed cracks in banks’ risk systems.
The XVA challenges energy traders face in a complicated and volatile market
A white paper looking at some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions in the face of Covid-19 and geopolitical effects.
New technology is redefining the success of the front office
A Q&A with Numerix’s Chief Product Officer giving insights into how new technologies are changing the ways financial institutions operate, invest and trade
To cloud or not to cloud: factors influencing decision-making at banks
In a new research report, Audrey Costabile Blater of Aite-Novarica’s Capital Markets team shares notable findings from her one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving – or holding back –…
New QuantTech platforms paving way for more effective trading operations
In this paper, Numerix’s chief product officer shares his expert take on QuantTech solutions
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…