Derivative Insights & Innovations from Numerix

Derivative Insights & Innovations Newsletter from Numerix
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Vol II, Issue 4 April 2014
In This Month's Issue
 
 
Featured Numerix Video Blogs
 
Numerix experts and industry leaders discuss pressing issues, strategies and hot topics for derivatives market participants and risk managers on the Numerix Video Blog.
 
Dr. Alexander Antonov, SVP of Quantitative Research, and co-author of the recent Risk Collateral Management Cutting Edge feature "Options for Collateral Options" discusses a new approach to modelling the optionality of collateral currency choices continuously throughout time. Watch Now
Satyam Kancharla, Numerix SVP, joins Andy Nybo, Principal and Head of Derivatives Research at TABB Group to discuss the challenges of creating a unified enterprise infrastructure, overcoming fragmented data architectures, and ultimately achieving an analytic foundation to support future applications and create consistency across all businesses. Watch Now
 
 
Learn How to Manage Your Counterparty Credit Risk in Real-time
 
 
 
Most Watched Videos
 
Trend Analysis on EMIR Reporting Regulation

Reconsidering Risk-Models: VaR vs. Expected Shortfall

Exploring the ISDA Standard Initial Margin Model

Derivatives Funding Dynamics and SABR Spreads its Wings - A Quantitative Update

Counterparty Credit Exposure Benchmarking: Brute Force vs American Monte Carlo
 
Most Read Blogs
 
Research and InsightsResearch & Insights
 
Industry Insights | Learn How to Manage Your Counterparty Credit Risk in Real-time
Studies show that while most firms have achieved some level of CVA proficiency, only 8% of the industry has achieved full CVA maturity. That's why Numerix and Intel have teamed up to provide you with the latest information about managing your counterparty credit risk in real-time—including how to address many of the growing risk and compute challenges so many of us are facing. Do you have the tools you need to keep up with today's evolving government regulations and challenging market conditions? Follow along as this microsite walks you through the drivers, costs, and technology barriers many firms are facing—while exploring how to overcome these challenges to achieve a real-time view of counterparty risk. Learn more.
 
Industry Research | Options for Collateral Options - A Risk Collateral Management Cutting Edge Feature
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. In this paper, Drs. Alexandre Antonov, SVP of Quantitative Research at Numerix, and Vladimir Piterbarg, Global Head of Quantitative Analytics at Barclay's, explore how conditioning on a risk factor to make variables independent provides a simplified approach that is both quicker and more accurate than more obvious methods. Download this Complimentary Research Paper, as Published in Risk.
 
Industry Insights | Numerix GARP presentation-Collateral: Issues, Trends & Impact on Risk Management
With collateral being increasingly used to manage counterparty and systemic risk, this presentation discusses market/industry changes and the impact on risk managers. How real is the "collateral squeeze," and who does it really impact? What do these changes mean for pricing, MTM, P&L? How does collateral intersect with risk management in practice? This topic is presented by Satyam Kancharla, SVP of Client Services at Numerix. Download Presentation.
 
CIO Review | Novel Insights with Cross-Asset Pricing and Risk Analytics
In its latest issue, CIO Review features the 20 most promising risk management solution providers for Capital Markets in 2014. CEO, Steve O'Hanlon discusses what's helped Numerix standout as the market leader in cross-asset pricing and risk analytics. Read Article.
 
Case Study | Swedbank
Learn more about why Swedbank selected Numerix CrossAsset for pricing complex structures and model validation, and helped the bank to reduce its operational risk and external valuation costs across the bank. Read Case Study
 
On-Demand WebinarsOn-Demand Webinars
 
Missed one of our educational, thought leading webinars? Watch the recording on-demand. Each month we'll feature the latest and most popular webinars hosted by Numerix here, or you can visit our full webinar archive to explore more.
 

On-Demand Numerix User Webinar | Numerix Technology Update: New Usability Features in CrossAsset
Learn more about our new CrossAsset tool, called the Trader & Risk interface. This new interface has been specifically designed for traders, risk managers, and other users who require a simplified way to access Numerix analytics. It provides the pricing and workflow tools needed to make trading and risk calculations easier to perform—ultimately leading to faster and better decision-making. Find out more about this new interface, including workflow coverage and case study examples of business problems solved. View webinar.

 
Insurance Focus
 
Each month the newsletter will feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for the Insurance sector.
 
 
Upcoming Events and Webinars Calendar
 
 
 
 
 
 
 
 
 
For more information about Numerix webinars please visit www.numerix.com/events-and-webinars.

 
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Subscribe to the Derivative Insights & Innovations NewsletterApril 2014 Derivative Insights & Innovations Newsletter from Numerix

Derivative Insights & Innovations is a monthly thought leadership newsletter featuring topical articles, timely research, educational webinars, and more from Numerix experts and industry thought leaders.

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