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DBS Bank & Numerix Talk the Future of Risk Management Technology
Numerix CEO, Steven OâHanlon joins Andrew Ng, Head of Treasury & Markets for DBS and Erdem Ozgul, SVP Sales, Numerix to discuss key technology trends for trading and risk management over the next...
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Trend Talk: XVA Pricing & Risk Calculations in the Front-Office Trading...
Dennis Sadak discusses the real-world application of XVA calculations and provides examples of how they are being implemented in todayâs front-office trading environment.
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Derivative Practitioners Tackle Regulatory, XVA and Trade Profitability...
This blog discusses how bringing the cost of funding and other XVAs into trading decisions will enable better decision making amongst financial institutions in the new year.
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Numerix Top Five: 2015 Tech Trends & Predictions
Satyam Kancharla presents his top five technology trends and predictions for the New Year.
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Best Practices for Achieving a Successful XVA Implementation
In this blog, Numerix SVP Satyam Kancharla addresses how to achieve successful XVA implementation plan, including viewing organizational changes from a process engineering perspective, a technology...
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Basel III Implementation: What's Next? Tackling Liquidity, Stress Testing...
Numerix examines key issues and challenges for banks in terms of watch out for as a result of the Fundamental Review of the Trading Book (FRTB), including the focus on changes in Expected Shortfall and...
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Top 10 Basel III Priorities in Focus: Aligning Implementation Objectives...
In this blog, Numerix and Chartis provide a top ten list of priorities that institutions need to be thinking about in terms of Basel III implementation this year, and beyond.
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Currency Wars: Quantitative Easing, Negative Rates & FX Trading Impact
Udi Sela focuses on Danish Krone and the likelyhood of it abandoning its peg to the Euro. He examines the negative rate environment and its impact on FX and options trading strategies.
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U.S. Insurers Tackle Model Risk Management
Alex Marion discusses the best practices US insurers are utilizing to manage model risk.
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The Genesis of Basel IV: Fundamental Review of the Trading Book
Satyam Kancharla breaks down the Fundamental Review of the Trading Book its key components â including: Expected Shortfall vs. VaR, Liquidity Horizons and the need for comparable capital across the...
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A Quantitative Perspective: The SABR Model & Negative Rates
In this blog Alexandre Antonov discusses global negative rates and the impact on options prices, including the volatility surfaces and interpolation changes. He also addresses drawbacks to utilizing...
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Navigating BCBS 239: Do You Have All the Right Strategies in Place?
Numerix speaks out on the challenging issues surrounding BCBS 239 and increasing risk data, aggregation and reporting requirements.
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Emerging Market Outlook: Are FX Forwards Still the Right Hedging Tool?
This blog discusses how some experts are questioning the effectiveness of utilizing forwards when it comes down to hedging emerging market currencies. Udi explores FX options strategies that might be...
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Structured Products Update: Embracing Model Risk Challenges and Opportunities
Numerix CMO Jim Jockle discusses Fed Guidance SR 11-7 and the latest challenges and opportunities involved with implementing an effective model risk framework.
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Insurance Trend Talk: Variable Annuity Product Modelling and Hedging
For an in depth discussion on trends and best practices in VA modeling and hedging, read the recently published Insurance Risk article, entitled âSeen from Another Angle."
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Swap Pricing at its Core: OIS Discounting and Curve Construction
This blog discusses the challenges buy- and sell-side firms continue to face as they've shifted to OIS discounting for derivatives pricing.
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Spotlight on Brazil: Development of the Brazilian COE Market
Recent regulatory changes in Brazil have set into motion renewed interest in Certificados de Operações Estruturadas, COEs, as a new investment for individual investors and an alternative way to raise...
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Swap Pricing at its Core: OIS Discounting and Curve Construction
This blog discusses the challenges buy- and sell-side firms continue to face as they've shifted to OIS discounting for derivatives pricing.
View ArticleClik here to view.
Spotlight on Brazil: Development of the Brazilian COE Market
Recent regulatory changes in Brazil have set into motion renewed interest in Certificados de Operações Estruturadas, COEs, as a new investment for individual investors and an alternative way to raise...
View ArticleClik here to view.
Swap Pricing at its Core: OIS Discounting and Curve Construction
This blog discusses the challenges buy- and sell-side firms continue to face as they've shifted to OIS discounting for derivatives pricing.
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