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…
This white paper describes the process firms must adopt to comply with the BCBS and International Organization of Securities Commissions’ new uncleared margin rules (UMR), set to take effect next year. The paper further defines five core elements needed for operational conformity, as well as the…
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.
This paper introduces a different recovery forecasting methodology for LGD (loss given default) parameter and explores stochastic forecasting with details of how to calibrate the model.
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 white paper assesses the scale of the collateral management challenge and considers how firms can best prepare for the future by building greater flexibility around collateral management systems and processes.
This white paper explores the impact of the October U.S. employment data release throughout the E-mini S&P 500 futures session, as traders worked to digest the report and understand portfolio implications.