Clik here to view.
Counterparty Credit Exposure Benchmarking: Brute Force vs. American Monte Carlo
Mohit Agarwal of Numerix discusses counterparty credit exposure benchmarking in traditional Brute Force implementations of Monte Carlo versus American Monte Carlo.
View ArticleClik here to view.
Reconsidering Risk-Models: VaR vs. Expected Shortfall
Udi Sela, VP of the Numerix Client Solutions Group discusses the adoption of risk models and standardized approaches -- including challenges associated with the shift to expected shortfall of tail risk...
View ArticleClik here to view.
Pricing Model Validation â Regulation & Best Practices
David Eliezer of Numerix examines pricing model validation in practice.
View ArticleClik here to view.
Business Remodeling: Rethinking Risk Management & Enterprise Analytics
Satyam Kancharla explains how risk technology is evolving across the enterprise. He discusses how institutions need to rethink their approach to holistic risk management.
View ArticleClik here to view.
Living In Peace with Financial Models: 2014 and Beyond
Model risk can no longer be ignored. As we ring in the New Year, what resolutions should financial practitioners make to better navigate the murky waters associated with model risk?
View ArticleClik here to view.
From the Volcker Rule to FVAâs Impact on Trade Profitability: The...
Before concerns surrounding FVA were overshadowed by more recent Wall Street dramas, most practitioners had come to accept FVA as a real charge impacting the profitability of their trades, but remained...
View ArticleClik here to view.
Exploring the ISDA Standard Initial Margin Model
Satyam Kancharla discusses the standard initial margin model framework recently proposed by ISDA.
View ArticleClik here to view.
Trend Analysis on EMIR Reporting Regulation
Udi Sela discusses Trade reporting under EMIR including the general preparedness, and concerns expressed thus far by both regulators and market participants.
View ArticleClik here to view.
Addressing the Triple Conundrum: Profitability, Pre-Trade Analytics &...
It has become increasingly apparent that risk analysis can no longer be a procedure conducted solely after-the-fact for post-trade risk management and hedging activities. This also means making the...
View ArticleClik here to view.
New Tools for New Rules: Regulatory Factors in the Derivatives Space
Satyam Kancharla discusses regulatory factors and challenges impacting the derivatives space; the benefits of a single source analytic foundation for consistent and effective trading and risk decisions.
View ArticleClik here to view.
Derivatives Valuation: A Quantitative Approach to Modelling Optionality...
Credit Support Annexes that allow multiple currencies as collateral give rise to a collateral choice option in discounting. This blog discusses a more accurate and efficient approach to modelling...
View ArticleClik here to view.
Insurance and Risk Management: Managing Today's Big Data, Compute and...
Saul Stepner discusses how stochastic analysis, hedge projection strategies and fast computation methods are leveraged for Insurance ALM programs
View ArticleClik here to view.
Leveraging Real-world and Risk Neutral ESG solutions within Insurance |...
Alex Marion addresses real-world and risk neutral ESG solutions, nested stochastic capabilities and how a consistent framework can be used for modeling, hedging and risk management.
View ArticleClik here to view.
Insurance Trends: The Evolving Variable Annuity Landscape | Numerix Video Blog
This blog focuses on the de-risking of insurance products and the state of the state within the variable annuity industry.
View ArticleClik here to view.
Corporate End Users "Unfazed" by Derivatives Reform? | Numerix...
In this video blog Udi Sela discusses the results of the Greenwich Associates research "Corporate End Users Unfazed by Derivatives Reform."
View ArticleClik here to view.
Incorporating XVA into the Valuation Process
Dennis Sadak discusses today's debate as it relates to the implementation and the total cost of ownership of incorporating XVA into the valuation process.
View ArticleClik here to view.
Managing the Optionality of Embedded CSAs
http://blog.numerix.com | Numerix Host James Jockle discusses managing the optionality of embedded Credit Support Annex (CSAs) with expert Satyam Kancharla. They dig into the potential pricing and...
View ArticleClik here to view.
Part I: Considering Collateral â An Expert View with Anna Barbashova
Anna Barbashova breaks down todayâs collateral challenge, addressing the debate around collateral shortage, sourcing collateral and cost mitigation.
View ArticleClik here to view.
Part I: Considering Collateral â An Expert View with Anna Barbashova
Anna Barbashova breaks down todayâs collateral challenge, addressing the debate around collateral shortage, sourcing collateral and cost mitigation.
View ArticleClik here to view.
Consumerization of IT: Virtualization, Cloud and the User Experience
Michael Pasacrita discusses the consumerization of IT across todayâs financial institutions including the use and debate around visualization, cloud computing and role of UI.
View Article
