Numerix LLC

Numerix is the global leader in cross-asset analytics for OTC derivatives, structured products and variable annuities, providing software and services for structuring, pre-trade pricing, trade capture, valuation, and risk management. Numerix offers a comprehensive model library and a transparent deal-definition architecture that allows rapid modeling of any instrument, including commodity, credit, equity, fixed income, foreign exchange, and inflation derivatives, plus a unique hybrid model framework for exotics and structured products. Numerix analytics are available through Windows applications, Excel add-ins, developer kits and a wide range of partner systems, with over 700 clients and 80 partners across more than 25 countries.

All content by Numerix LLC

A Legacy of Risk: Technology Transformation in Practice

Company:Numerix LLC

This white paper examines the challenges faced by risk management executives when attempting to replace their risk technology architectures. It highlights lessons learned during this process and pitfalls to avoid, including those related to technical, operational, and cultural factors.

Category: Risk Management | Published: 23 October 2017 | Type: White Paper

Rating: + 6

The Rise of xVA and How It Transformed an Entire Industry

Company:Numerix LLC

This white paper brings to light the rapid growth and expansion of pricing and risk valuation adjustments in the financial industry. It explores how xVA is now the posterchild for risk-informed decision making and the key to unlocking trade profitability across capital markets.

Category: Risk Management | Published: 22 September 2017 | Type: White Paper

Rating: + 17

Finding Flow: The Case for Electronification in OTC Markets, Its Evolution and Its Future in Illiquid Markets

Company:Numerix LLC

This white paper explores the evolution of electronic OTC derivatives trading platforms. It further examines the benefits of growing adoption of electronic RFQ platforms, for structured and exotic products.

Category: Derivatives | Published: 28 July 2017 | Type: White Paper

Rating: + 7

New Best Practices for Operating in Today’s Capital Markets Reality

Company:Numerix LLC

This white paper explores the five key best practices for operating in today’s capital markets reality. It further examines the need for flexible and robust solutions to help organisations adapt to the next evolution of capital markets changes.

Category: Risk Management | Published: 13 June 2017 | Type: White Paper

Rating: + 15

FRTB: The Technology Considerations and What You Need to Know

Company:Numerix LLC

As the 2019 FRTB implementation deadline approaches, this white paper explores the technology infrastructure needed to meet the flexibility, agility, scalability and computational requirements of FRTB.

Category: Compliance | Published: 03 April 2017 | Type: White Paper

Rating: + 8

Understanding the Riskiness of A GLWB Rider For FIAs

Company:Numerix LLC

This white paper assesses the risk associated with a GLWB rider for FIAs and analyses how different modelling choices can affect these risks. In Particular, the impacts of improving the estimate of future caps will be explored.

Category: Derivatives | Published: 26 May 2016 | Type: White Paper

‘Finalized,’ but Far from the Finish Line – Preparing for the Next Evolution of FRTB

Company:Numerix LLC

This white paper breaks down the requirements, methodologies and formulas relating to the 'final' FRTB text. It further provides a more simplified understanding of the potential IT challenges and costs ahead.

Category: Compliance | Published: 23 May 2016 | Type: White Paper

Rating: + 5

Bringing Real-time Risk into the Decision-making Process

Company:Numerix LLC

This whitepaper explores how using integrated analysis tools with drill down and real-time capabilities is essential for effective decision-making in today’s complex derivatives trading arena. It discusses how integrating risk, collateral and capital costs into the front office opens the gateway for... view abstract

Category: Credit Risk | Published: 18 November 2015 | Type: White Paper

Rating: + 17

Negative Rates: The Challenge and the Opportunity

Company:Numerix LLC

Negative interest rates have recently become a critically important issue in finance, as they impact some of the most basic calculations and procedures used by the financial community. Two prominent examples are the quotation of option volatilities and volatility smile interpolation models.

Category: Interest Rate Derivatives | Published: 03 September 2015 | Type: White Paper

Rating: + 6

Navigating the Murky Waters of Initial Margin for OTC Derivatives

Company:Numerix LLC

This white paper looks at a breakdown of the different regulations for non-centrally cleared trades, how the new IM requirements affect the OTC derivative markets participants, IM based methodologies, the potential issues of the new sanctions and how to manage the ambiguities around IM.

Category: Credit Risk | Published: 02 July 2015 | Type: White Paper

Rating: + 6