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.
This white paper explores the current trends and future of structured products, and how the digital evolution is impacting the market. It further examines the necessary technology to optimally operate a structured products business and the outlook for the market.
This paper discusses the differences between OIS curves and SOFR curves, the impact of SOFR discounting on future cashflows, the dynamics of SOFR discounting risk, and the replacement of LIBOR with SOFR as the underlying of the derivatives market.
To help better understand some of the key challenges, opportunities and trends that are influencing the XVA story today, this white paper shares insights on key topics including: the global adoption of XVA measures; the optimization of MVA and SIMM sensitivities; and XVA calculations on the cloud.
This white paper explores a range of XVA topics, including the evolving use of valuation adjustments, the challenges herein, the structure of XVA desks, and other themes.
This white paper, based on a survey carried out by WatersTechnology in collaboration with Numerix, explores the increased demand from firms looking to automate the front-office processes around their OTC and structured products businesses. It further examines the technology, operational and…
Is your institution going to be part of the final two phase-ins of initial margin (IM) rules for non-cleared derivatives? Download this white paper to become aware of the significant challenges OTC derivatives market participants will face.
After 2021, the UK’s FCA will no longer compel banks to use LIBOR as the benchmark for short-term interest rates. In this Q&A, James Jockle, Chief Marketing Officer and Ping Sun, Senior Vice President of Financial Engineering at Numerix discuss the true impact of LIBOR’s end on curve instruments.
It is clear that technology is affecting the derivatives industry in a multitude of ways. Part two of this whitepaper series focuses on the principal technology-driven enablers and influencers that will reshape competition in the capital markets in the years ahead.
In Part I of this white paper series examining the dynamics and future of front office risk technology, Numerix Chief Strategy Officer and SVP of Client Services, Satyam Kancharla delivers an expert view on these drivers of change and their implications for the current and future state of the…
This XVA forum features a panel of industry leaders assessing the major factors driving XVA adoption today.