Derivative Insights & Innovations from Numerix 
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Vol II, Issue 7 July 2014
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In This Month's Issue
On-demand Numerix Webinar | Indexed Variable Annuities - Evolving Product Designs
in the Annuity Market With fixed indexed annuity sales hitting record levels, insurers are responding to demand by merging the best features of fixed indexed annuity and variable annuity products to create a new range of hybrid designs.
Referred to as "indexed variable annuities," "structured note annuities," or simply FIA/VA hybrids, these products combine indexed-linked crediting strategies with VA funds.
Join Alex Marion, Vice President of Product Management at Numerix, as he reviews the new IVA product designs and discusses best practices for the risk management, hedging and reserving of these products. View Webinar
Blog | Insurance and Risk Management: Why the Cloud,
and Why Now Insurance companies are taking a hard look at their portfolios – de-risking guarantees that have proved unsustainable, and creating new products that offer the types of guarantees and retirement solutions today's consumers are looking for.
While challenges in the Variable Annuity market have put a dark cloud over many firms that had offered this product, today insurers are looking to another 'cloud' to help them advance their businesses and expand their market share.
What has fundamentally changed post-2008, and how are insurance companies reacting? First and foremost are innovations in product design and product types that are being offered. Read Article
Industry News | Structured
Products Magazine: Technology Innovation for Insurers This article discusses technology innovations, including advances in risk analysis, product design and hedging capabilities for insurers.
Hunt Blatz, vice-president and head of model development at Transamerica Capital Management, discusses his work with Numerix and his success with the Leading Hedge product.
Mr.
Blatz describes how Transamerica's run-times for both the Greeks run and the attributions run decreased due to technical improvements using Numerix software. Read Article
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Most Watched Videos
The True Cost of OTC Derivatives Funding - FVA, OIS and Profitability
Exploring the ISDA Standard Initial Margin Model
Economic Value Adjustment – The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives
John Hull on the FVA Debate and Liquidity Risk in OTC Derivatives
Reconsidering Risk-Models: VaR vs.
Expected Shortfall
Most Read Blogs
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 Video Blog | Incorporating XVA into
the Valuation Process Dennis Sadak, Numerix Vice President of Product Management for Risk, discusses the current XVA debate as it relates to the implementation and the total cost of ownership of incorporating XVAs into the valuation
process. Watch Now
 Video Blog | Corporate End Users Unfazed by Derivatives Reform? Udi Sela, Vice President of the Numerix Client
Solutions Group, discusses the results of a new Greenwich Associates research report by Kevin McPartland titled, "Corporate End Users Unfazed by Derivatives Reform." Surprisingly, (or perhaps not so surprisingly) the report concluded that regulations are having little to no impact on corporate use
of, and dealer selection for trading interest-rate derivatives. Watch Now
Industry News | Special Report from Greenwich Associates: "Cloud Computing for the Buy Side - Moving Beyond the Myths" Cloud computing
technology, according to this new report by Greenwich Associates, is being under-leveraged in buy-side firms when it comes to compute-intensive quantitative tasks that depend on the flexibility and scale that are the calling cards of this technology.
This complimentary report by Greenwich Associates is an exploration of the adoption, potential, and usage of cloud computing technology by buy-side firms, and is the product of interviews with 486 traders at buy-side firms globally, as well as buy-side technology professionals and cloud
service providers. Read Report
 Industry Awards | Numerix CrossAsset Wins FTF News Technology
Innovation
Award Numerix was recognized for Best Pricing and Valuation Solution in the 4th Annual FTF News Technology Innovation Awards 2014.
From XVA pricing tools to providing the pivotal flexibility to model complex bespoke trade types and structured products in fractions of a second, Numerix has not only improved efficiency and performance but built technology infrastructure for future scalability. Learn More
Numerix Case Study | Belfius Bank Learn how Belfius enhanced its model validation and achieved a
greater level of independent model assessment, increased transparency and better risk controls using Numerix. Read Case Study
Numerix User Webinar* | The New Numerix Customer Support Portal: Unlocking Resources to Enhance Your Use of Numerix
Software The new Numerix Customer Support Portal is designed to help Numerix clients as they use our software, explore our research and interact with our Support team.
This single integrated portal allows users to access software downloads, documentation, and support ticketing—all in one convenient place.
Beyond those standard functions, we've added resources such as tutorial videos, on-demand user webinars, newsletters, collaboration tools and research papers to help you stay up-to-date with industry news and best practices in using Numerix software. View Webinar
*Numerix clients are invited to view this on-demand Numerix User Webinar.
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