Derivative Insights & Innovations from Numerix

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Insights & Innovations Newsletter from Numerix
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Vol I, Issue 4 August 2013
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.
 
Olga Us, Senior Quantitative Analyst, discusses her recent PRMIA Master Class lecture, "OIS Discounting Valuation Approaches Re-examined". Watch Now
 
Denny Yu, Vice President and Risk Product Manager, speaks with Alex Tabb, Partner & COO of the Tabb Group, about stress testing methodologies and how to implement a robust risk scenario framework.
Watch Now
 
 
 
Most Watched Videos
 
The True Cost of OTC Derivatives Funding

Economic Value Adjustment

Derivatives Collateral Shortage - Crying Wolf or a Reality?

FVA in Practice - Taking Classical Theory Further

Visualizing Capital Markets

 
Most Read Blogs

The New Trend Emerging Toward Stochastic Analysis

OIS Discounting: The Increasing Complexity of Curve Construction

Pricing and Hedging Overnight Index Swaps

Model Validation: The 'Holy Grail' for Risk Mitigation?

The Rocky Road Ahead: Achieving a Unified View of Risk


Research and Insights
 
Summer School Master Class | A Deep Dive into OIS Discounting Best Practices
Numerix has joined forces with PRMIA to present a four-part video series that provides hands-on technical instruction around OIS discounting best practices – from curve building and collateral considerations, to managing the embedded optionality of CSAs and mastering the fundamentals of Funding Value Adjustment (FVA). Learn More
 
Industry Insights | Comprehensive Risk Management of OTC Derivatives:
A Tricky Endeavor

The Dodd-Frank rules implemented earlier this month have left Wall Street participants once again abuzz regarding the impact of the financial overhaul, with ever-more swaps being routed to central clearing houses. With approximately $650 trillion in today's global swaps market, along with regulation and implementation continuing to drive up the cost of derivative operations—it's no surprise that related risk management best practices are keeping marketing practitioners up at night. Learn about best practices to manage these changes from a panel of industry experts. Read More
 
Case Study | Swedbank
Learn why Swedbank selected Numerix CrossAsset for model validation, pricing complex structures, calculating Greeks and performing scenario analysis using real-time data. Read Case Study

On-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.

The OIS & FVA Relationship Watch Now

Building a Robust Stress Testing Framework Watch Now

Volatility Management of Equity-Based Insurance Guarantees Watch Now

Swap Pricing in a Centrally Cleared World Watch Now

Coping with CSA Complexity: Funding & Risk Implications Watch Now


Insurance Focus
 
Each month we'll feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for this sector.

On-demand Webinar | Innovation in EIA Designs - Linking to Volatility Control Indices Watch Now

Blog | The New Trend Emerging Toward Stochastic Analysis: A Primer on Risk Neutral Modeling for Economic Scenario Generation Read Now


Upcoming Events and Webinars Calendar
 

September 9-11, Pricing and Model Validation, London

October 16-18, WBS 9th Fixed Income Conference, Munich

October 21-24, Incisive, Risk USA, New York

November 18-19, SOA, Equity-Based Guarantees, Atlanta

November 20, Incisive, Risk Italia, Milan

 

For more information about Numerix webinars please visit www.numerix.com/events-and-webinars.

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