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Vol I, Issue 4 August 2013
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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
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