
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
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…
A Few Insights into Crypto Risk
In this paper, Numerix’s Satyam Kancharla, Executive Vice President and Chief Product Officer, Client Solutions Group, makes two key points about crypto-related risks that are important for both current institutional participants or those just beginning their crypto journey to be aware of and…
Decrypting crypto: understanding the requirements for successful institutional participation
Part 2 of this new whitepaper series continues to explore the adoption of if 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…
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…
Case Study: OCBC bank scales business and mitigates risk with Numerix Oneview
This case study details how Numerix helped to 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 we helped OCBC successfully execute a number of key initiatives, such as meeting risk…
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…
The XVA challenges energy traders face in a complicated and volatile market
As the energy sector has recently experienced extreme fluctuations in price and other dynamics due, in part, to pandemic-related and geopolitical effects, in this paper we take a look at some of the challenges energy traders face when seeking to apply XVAs to their derivatives transactions.
New Technology Is Redefining the Success of the Front Office
To learn and better understand how new technologies are changing the ways financial institutions operate, invest and trade, download this Q&A with Numerix’s Chief Product Officer, Satyam Kancharla, who discusses how firms, in their quest for increased performance, are rethinking trading…
To cloud or not to cloud - Factors influencing decision-making at banks
In a new research report, Audrey Costabile Blater of Aite-Novarica's Capital Markets team shares notable findings from her one-on-one interviews with key stakeholders across the financial services sector uncovering what’s driving—or holding back—cloud migration decisions for trading and risk…
New QuantTech platforms paving way for more effective trading operations
In this paper, Chief Product Officer, Satyam Kancharla shares his expert take on QuantTech solutions. Download the paper today and get: Insight into the latest market research exploring the need for QuantTech Key perspectives into what a next gen enterprise QuantTech platform could look like How…