Numerix
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
Case study: OCBC bank scales business and mitigates risk with Numerix Oneview
This case study details how Numerix helped support the evolution and expansion of OCBC’s valuation activities, its move to the cloud and adoption of the Numerix Oneview platform as a managed service, and how the technology solutions provider has helped OCBC successfully execute a number of key…
Using emerging technologies to improve the risk management function
This white paper discusses why capital markets firms need access to the most innovative technologies, real-time analytics, and timely and accurate data for better and faster decision-making in the risk function.
As action time nears, be aware of these three big FRTB issues
This white paper reviews three of the core issues and challenges that demonstrate some of the ways FRTB will impact the capital markets. These include FRTB implementation timelines, quirks of the two approaches for determining capital requirements, and technology and data challenges.
The dynamics of XVA usage and other themes that characterise trading in the energy markets
The application of XVAs for derivatives transactions, the need for sophisticated modelling and the growing application of machine learning are among six themes explored in this white paper – all of which significantly impact trading in the energy markets.
For the capital markets, every risk playbook needs to implement these six themes
This white paper outlines six risk management themes that we think should be a part of any risk playbook and which can serve financial institutions well in preparation for the uncertain future that lies ahead.
A few insights into crypto risk
This paper explores two key points about crypto-related risks that are important for current institutional participants or those just beginning their crypto journey to be aware of and understand: • Lesser-known risks that may not be taken into consideration by institutional investors • Modelling…
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new white paper series continues to explore the adoption of cryptocurrencies within institutional markets. Experts discuss the biggest barriers to entry for institutions that want to operate in this space, and the infrastructure requirements and risk management tools needed to…
Analyzing the global usage of XVAs
This white paper presents the most interesting survey findings. The survey aimed to understand current XVA usage and practices within a still diverse implementation global landscape of XVA. The focus was not on the technical and methodological aspects but more on the general issues typically…
Decrypting crypto: explaining the market from an institutional perspective
A new whitepaper series takes an institutional perspective in examining the multiple dynamics of the cryptocurrency space. In part I explore the increasing range of crypto derivative products that are attracting more capital to the sector and learn how a growing, vested institutional interest in…
Archegos collapse raises red flags about risk management systems - and underscores need for investment in technology
This article reveals how the Archegos debacle exposed cracks in banks’ risk systems. Explore key insights including: How bank losses were, overall, the result of a failure to invest in risk technology, the fact that XVA capabilities were not appropriately engaged to assess and remediate the risks…