Derivative Insights & Innovations from Numerix

Derivative Insights & Innovations Newsletter from Numerix
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Vol II, Issue 3 March 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.
 
Udi Sela, VP, discusses trade reporting requirements under EMIR— including the preparedness of larger banks and financial institutions, along with the concerns expressed by regulators and market participants. Udi elaborates on challenges faced, and near-term 'winners' and 'losers.' Watch Now
Satyam Kancharla, SVP, encourages institutions to rethink analytic infrastructure and manage complex and computationally demanding activities within Capital Markets from an enterprise perspective. He advocates looking at business and trading operations—including collateral management, model validation and front office requirements more holistically. Watch Now
 
NETWORKING LUNCH & SEMINAR | Front-Office Risk & Technology - Profitability, Pre-Trade Analytics and the Computing Power Necessary for Real-Time
 
 
 
Most Watched Videos
 
Exploring the ISDA Standard Initial Margin Model

Reconsidering Risk-Models: VaR vs. Expected Shortfall

Derivatives Funding Dynamics and SABR Spreads its Wings - A Quantitative Update

Counterparty Credit Exposure Benchmarking: Brute Force vs American Monte Carlo

Pricing Model Validation – Regulation & Best Practices
 
Most Read Blogs
 
Research and InsightsResearch & Insights
 
Industry Insights | Addressing the Triple Conundrum: Profitability, Pre-Trade Analytics & Compute – A Preview to March 19th in NYC
Risk analysis can no longer be a procedure conducted solely after-the-fact for post-trade risk management and hedging activities. This also means making the move toward real-time risk management. What does it take to incorporate the appropriate risk measures that impact the true PnL of a trade into a pre-trade process? Numerix and Intel will be addressing these issues live in New York City next week—from profitability to pre-trade analytics and the compute power challenges keeping everyone up at night. Learn more.
 
Industry Research | Options for Collateral Options - A Risk Collateral Management Cutting Edge Feature
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. In this paper, Drs. Alexandre Antonov, SVP of Quantitative Research at Numerix, and Vladimir Piterbarg, Global Head of Quantitative Analytics at Barclay's, explore how conditioning on a risk factor to make variables independent provides a simplified approach that is both quicker and more accurate than more obvious methods. Download this Complimentary Research Paper, as Published in Risk.
 
Industry Insights | Numerix takes top spot in Structured Products Technology Rankings 2014
According to Structured Products Magazine technology is playing an increasingly important role in structured products. From providing increased accuracy in pricing to supporting greater transparency for regulatory and risk management requirements, technology vendors have played a major role in helping the market to face these challenges over the past 12 months. The 2014 Structured Products Technology Rankings honor the industry's choice for leading firms and this year Numerix was honored to be recognized as No. 1 across all Pricing and Analytics categories, top solution for Credit Risk and Market Risk as well as the leader in CVA, DVA, and FVA calculation. Get the full 2014 Structured Products Technology Rankings.
 
Case Study | pbb Deutsche Pfandbriefbank
Learn more about why pbb Deutsche Pfandbriefbank chose Numerix for its firm-wide CVA and PFE calculations to assist with regulatory compliance. Read more about how the bank gained the ability to calculate firm-wide CVA numbers for both client and bank counterparties quickly and accurately—in near real-time. Read Case Study
 
Industry Spotlight | Institutional Investor's Trading Tech 40 honors Numerix CEO
For the second consecutive year Numerix CEO Steve O'Hanlon appears in Institutional Investor's Trading Technology 40 – the magazine's annual global ranking of the most prominent leaders in the financial technology industry. Read the full profile from II's 2014 Trading Technology 40.
 
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.
 
 
 
 
 
Insurance Focus
 
Each month the newsletter will feature content tailored to insurance professionals, addressing key pricing, valuation, hedging, product design, ALM and risk management issues for the Insurance sector.
 
Upcoming Numerix Webinar | Real World ESG: This event will occur on March 26th. (Remember to mark your calendar, and check back at www.numerix.com/events-and-webinars for registration information.)
 
 
 
Upcoming Events and Webinars Calendar
 
 
 
 
 
 
 
 
March 26, Numerix Webinar | Real World ESG
 
 
 
For more information about Numerix webinars please visit www.numerix.com/events-and-webinars.

 
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