Derivative Insights & Innovations from Numerix

Derivative Insights & Innovations Newsletter from Numerix

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Vol I, Issue 1 May 2013

In This Month's Issue

Video: John Hull on the FVA Debate & Liquidity Risk
On-Demand Webinar: OIS Discounting Revisited
Risk Exec Series: CROs: Do You Have All the Right Strategies in Place?
Upcoming Events: On the Horizon in Q2


TABB Group Special Report: The Risk Analytics    
                         Library -   Time for a Single Source of Truth TABB Group Special Report

The Risk Analytics Library: Time for a Single Source of Truth

As financial institutions seek to achieve a unified view of risk, in this paper E. Paul Rowady Jr., Senior Capital Markets Analyst at TABB Group, discusses the market drivers and technical complexities behind this shift and the role an integrated platform with a centralized multi-asset risk analytics library can play in attaining a single source of truth. Request Report


Featured Numerix Video Blogs

CMO, Jim Jockle, sits down with Numerix experts and industry leaders to discuss pressing issues, strategies and hot topics for derivatives market participants and risk managers on the Numerix Video Blog.


 
John Hull on the FVA
Debate and Liquidity Risk
in OTC Derivatives

Renowned academic and researcher John C. Hull joins Numerix CMO Jim Jockle, to discuss the debate around funding valuation adjustment and the rising challenge of liquidity risk, LVA. Watch Now


 
Accounting for CVA across
the Enterprise

Pete Travnicek, CVA expert, addresses the role of collateral management in managing CVA and the challenges banks face in achieving a holistic view of risk and near real-time calculations. Watch Now


Insights from Global Derivatives Trading and Risk Management Conference 2013

Risk took center stage at the Global Derivatives Trading and Risk Management Conference in Amsterdam, according to Numerix Chief Strategy Officer Satyam Kancharla, who joins CMO and host James Jockle to discuss this year's highlights-including the latest on CVA, DVA and FVA. Watch Now

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Most Read Blogs

OIS Discounting: The Increasing Complexity of Curve Construction

OTC Derivatives Valuation: Adoption of Multiple Pricing Curves

OIS Discounting and OTC Derivatives: Demystifying the Confusion

Understanding FVA: What's Changed, What's Next?

CVA Changes Everything We Know about Derivatives Valuation



Most Watched Videos

A Primer on Funding Value Adjustment (FVA)

Economic Value Adjustment – The Intersection of CVA, FVA, OIS, & CSAs for OTC Derivatives

Hybrid Models & Optimization Techniques for Real-Time Counterparty Credit Risk Exposures

Cloud Ready Financial Services - How Asian Banks, Hedge Funds and IT Roles Are Adopting and Adapting

Insights from the GARP Convention & the Risk Landscape in the Nordics



Featured Numerix Blogs

Each month, we will highlight the latest thought leadership, strategy and analysis from the
Numerix Blog.

Risk Executive Series | Attention CROs: Do You Have All the Right Strategies in Place?
Jim Jockle, Chief Marketing Officer at Numerix, discusses the challenging issues facing today's CROs, in Part I of our newly launched "Risk Executive Series."
Read More

Risk Technology | The Intersection of Big Data and Risk Management
Risk management is dependent on data. But post crisis, modern risk management in banking poses unique Big Data challenges – from fragmented infrastructure to increased regulation, product complexity and market volatility. As the regulatory and market environment demands increasingly complex calculations and the volume of data being collected grows, so too do rising expectations of accuracy and frequency of calculations for analysis and reporting.
Read More


On-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.

OIS Discounting Revisited - Swap Pricing in a Centrally Cleared World Watch Now

Model Risk - Assessment, Regulation, and Best Practices Watch Now


May 8, Numerix Webinar: Coping with CSA Complexity: The Funding & Risk Implications

May 15-16, EDHEC Risk, Risk Days, Singapore

May 22, Numerix Webinar: Self Hedging Strategies in VA Products*

June 12, Risk and Return Brazil 2013, Sao Paulo

June 18-19, SIFMA Tech 2013

July 17-18, Incisive Quant Congress USA, New York

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



Subscribe to the Derivative Insights & Innovations NewsletterDerivative Insights & Innovations Newsletter from Numerix

On Monday May 6th Numerix launched our inaugural Derivative Insights & Innovations Newsletter. This monthly thought leadership newsletter features topical articles, timely research, educational webinars, and more from Numerix experts and industry thought leaders.

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