Research and 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.
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.
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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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