Derivative Insights & Innovations from Numerix

Derivative Insights & Innovations Newsletter from Numerix
Numerix on LinkedInFollow @nxanalytics on TwitterVisit the Numerix BlogSubscribe to the Numerix Blog RSS FeedNumerix Channel on YouTube  Numerix User Group
Vol II, Issue 12 December 2014
In This Month's Issue
 
 
 
Satyam_Kancharla Expert Insights | Whitepaper – Integrating Risk into Pre-Trade Analysis: Practical Ways of Bringing Credit, Liquidity, Funding and Regulatory Costs into an Integrated Profitability Framework
This research paper explores the XVAs and the concept of Trade EVA (Economic Value Added). We also examine other industry best practices for integrating risk into pre-trade analytics and looking at derivative trade profitability more holistically. Read Paper
 
On-Demand Webinar | Pre-Trade Pricing & Risk Management - Overcoming Technology Challenges to Pre-Trade Analytics
As the capital markets continue to adapt to new regulations, financial institutions face the need to shift from after-the-fact reporting to predictive analytics. This webinar reveals how the need for faster and better pre-trade analytics has evolved—and how institutions are dealing with the technology challenges.
View Webinar
 
Blog | Visualizing Trade EVA: Best Practices for Analyzing Trade Profitability
The “visualization” of EVA (Economic Value Added) analytics though the use of graphs and charts enables today’s derivative market practitioners to more clearly assess the net profitability of a trade. This blog outlines several concrete examples for visualizing Trade EVA.
Read Blog
 
Special Feature: Initial Margin
 
Dennis Sadak Expert Insights | Pitfalls and Best Practices – Current Initial Margin Methodologies: What You Need to Know

In this discussion Dennis Sadak, CFA and Head of Risk at Numerix, describes what we consider to be the four most widely used, industry-accepted Initial Margin-based methodologies: Historical VaR (industry standard), Variance Covariance VaR, Monte Carlo VaR and Scenario-based methods (industry standard). This blog also outlines the various steps involved in the use of these methodologies.
Read Blog

Regulatory Research | Navigating the Murky Waters of Initial Margin for OTC Derivatives
With current IM (Initial Margin) methodologies not yet standardized across the market, what is the best way to navigate this murky labyrinth? Our analysis begins with breaking down the IM regulations for OTC Derivatives into eight key principles and requirements.
Read Blog

On-Demand Webinar | Primer on Initial Margin and its Impact on Derivatives Markets
Featured speaker Dennis Sadak, CFA and Head of Risk at Numerix, explores Initial Margin’s role in the OTC derivative markets and its impact on market participants, as well as upcoming changes for bilateral uncleared trades.
View Webinar
 
 
Most Watched Videos

Incorporating XVA into the Valuation Process

Rethinking Corporate Hedging Strategies in Light of Increasing Volatility Trends

Insurance Trends: The Evolving Variable Annuity Landscape

Thinking Forward: The Business of Derivatives under New Clearing Mandates

Insurance and Risk Management: Managing Today's Big Data, Compute and Modelling Challenge

Exploring the ISDA Standard Initial Margin Model

Most Read Blogs

 
Industry News and Insight
 
Video Blog - Bank Regulation & Market Liquidity - Where Are We Five Years Later?Video Blog | Bank Regulation & Market Liquidity - Where Are We Five Years Later?
In the aftermath of the recent G20 Leaders’ Summit, Udi Sela, VP of the Numerix Client Solutions Group, reflects on what progress has been made in terms of the regulatory framework to reform the global financial markets in the past five years. Watch Now
 
 
Expert Insights | New Trends Emerging: Financial Institutions Increasingly Leverage the Cloud
Mounting regulatory compliance pressures continue to fuel the need across financial services firms for calculating more granular, compute intensive risk metrics in as close to “real-time” as possible. This is now, more than ever, driving firms to leverage high performance servers and Cloud computing in a whole new way. Read Blog
 
Prudent Valuation: Bridging the Gap Between Pricing & Risk Management
On-Demand Webinar | Prudent Valuation: Bridging the Gap Between Pricing & Risk Management
Dr. Marco Bianchetti of Intesa Sanpaolo and Ilja Faerman of Numerix, discuss the new Prudent Valuation regulations, interpret the numerous AVAs and discuss best practices in implementing a Prudent Valuation framework. View Webinar
 

On-Demand User Webinar | Model Validation Case Studies: Using Automated Model Tests to Improve Derivative Pricing Models
This webinar explores how practitioners can utilize a variety of automated model tests to uncover and fix problems with their models. In our discussion, we illustrate examples of these tests with several relevant case studies. View Webinar

David Eliezer Numerix On-Demand User Webinar | Model Validation Solution Seminar* | Model Risk & Performance
Banks continue to face challenges in addressing the risks and regulatory requirements around model validation. This webinar examines these challenges and explores how the Numerix Model Risk Management Suite can help. View Webinar

* Please note: This webinar is available for Numerix clients only.

Case Study | Toyota Financial Services
Learn how Numerix provided Toyota Financial Services with the flexible analytical application it required to value its entire portfolio on a daily basis, using an OIS based methodology. Read Case Study
 
Events and Webinars
 

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

WISHING YOU AND YOURS A HAPPY HOLIDAY AND HEALTHY, PROSPEROUS NEW YEAR FROM NUMERIX!
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Subscribe to the Derivative Insights & Innovations NewsletterDecember 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.

To begin receiving this complimentary email newsletter, Join Our Mailing List»

ISSUES


















-->