Derivative Insights & Innovations from Numerix

Insights & Innovations Newsletter from Numerix
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Vol II, Issue 10 October 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.
In this video blog Udi Sela, Vice President, explores how regulatory drivers are impacting the future of the OTC derivative marketplace, and the manner in which derivatives instruments are used. Watch Now
In this video blog Udi Sela, Vice President, breaks down the dynamics of a typical carry trade and discusses the dramatic movements in the foreign exchange market, in particular amongst the G3—dollar, euro, and yen. Watch Now

Most Watched Videos
Incorporating XVA into the Valuation Process

Insurance Trends: The Evolving Variable Annuity Landscape

Corporate End Users Unfazed by Derivatives Reform?

A Primer on Funding Value Adjustment (FVA)

The Fundamentals of OIS Curve Construction - Where to Start

Most Read Blogs

Research and InsightsResearch & Insights
Experts Insights | How to Manage Collateral and Funding Risk in the Most Optimal Way (Part II) – An Expert View with Anna Barbashova
With U.S. regulators proposing new margin rules for uncleared swaps, Wall Street is once again reeling over what could cause a slew of operational and legal challenges for financial firms operating within the OTC derivatives market. This in turn, has us once again thinking about the importance of collateral optimization, and perhaps more importantly the most effective ways to manage the risk associated with it. In this blog, we’ll take a closer look at how derivative market participants are meeting some of these challenges with innovative solutions to optimize collateral processes and reduce funding risk. Read Blog.
Industry Research | A How-to Guide to Quantifying Model Risk
As regulatory pressure continues to demand increased transparency around model risk management, the “how” — in terms of how models work and how they are used has come into question. In this blog Dr. David Eliezer, Vice President and Head of Model Validation at Numerix discusses the latest industry and regulatory developments in model risk management and a suggested approach to quantifying model risk. Read Blog.
Industry News | Numerix Receives Accolades for Best Innovation in FOW Asia Awards
On September 25th, Numerix accepted the award for Best Innovation by an ISV – Regulatory Change in the annual FOW Awards for Asia. Over the past year, Numerix introduced new risk capabilities and performance enhancements to the Numerix CrossAsset Suite, specifically helping institutions to more effectively manage the overall cost of derivatives trading operations and remain profitable under new regulations. With a focus on risk-adjusted profitability measures, Numerix provides single framework and underlying infrastructure that can account for XVA adjustments, and tie back to the pricing and profitability of the trade – while meeting real-time performance requirements. This marks the second consecutive year Numerix has won this award for the Numerix CrossAsset product suite. Learn More.
Industry News | Numerix Named Risk Solution Provider of the Year in Global Derivatives Awards
Numerix has been named the 2014 Risk Solution Provider of the Year! Awarded by the annual Global Derivatives Awards from Global Capital, this award program honors the people, companies, and deals that made an impact on the global derivatives market over the last year. Numerix CrossAsset was founded upon its ability to quickly structure and price any derivative instrument, utilizing its comprehensive model library to provide consistent, transparent valuations to every level of the organization. Over the past year Numerix continued to innovate, evolving CrossAsset into a scalable analytics engine for real-time risk, pre-trade pricing and optimized trading and risk decision making. Learn More.
Case Study | Banque Internationale à Luxembourg
Learn how Banque Internationale à Luxembourg (BIL) uses the Numerix CrossAsset analytics platform to support its model validation and model comparison processes. 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 Webinar | Primer on Initial Margin and its Impact on Derivatives Markets
Initial Margin (IM) is becoming increasingly important for bilateral and centrally cleared derivative markets, as regulators strive to reduce systemic risk in the global OTC markets. Many OTC derivative participants are experiencing challenges with the shift in margining practices, and IM methodologies are not currently standardized across the market. In this on-demand webinar, Numerix describes IM’s role in the OTC derivative markets and its impact on market participants, as well as upcoming changes for bilateral uncleared trades. View Webinar.
On-Demand Numerix Webinar | Trading Volatility as a Separate Asset Class: An FX Market Case Study
If it is possible to trade a market’s volatility, should volatility be considered a separate asset class? If so, are there risk/reward benefits to including this asset class in a portfolio’s asset allocation? What are the best ways to trade the volatility of a market? In this on-demand webinar, Numerix discusses how volatility can be traded as a separate asset class, using FX market examples to illustrate different ways to trade FX volatilities. View Webinar.
On-Demand Numerix Webinar | Chartis Research & Numerix Co-Presentation: Best Practices in Model Risk Management
How do firms – and their regulators – typically deal with model risk? How can they uncover hidden model risks and manage the risks they discover? Are there ways to quantify a firm’s model risk exposures and monitor them over time? In this on-demand webinar, Numerix and Chartis discuss recent industry and regulatory developments in model risk management, as well as best practices in quantifying and monitoring model risk. View Webinar.

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