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 whitepaper shows the results and analysis of a survey that was undertaken to better understand the industry’s level of preparedness for switching from LIBOR to alternative reference rates (ARRs),
This whitepaper shares key insights regarding the reality of XVA usage in Latin America today.
This whitepaper looks at why financial institutions should consider acting now to develop a solution that supports the use of appropriate contract language in preparation for the permanent discontinuation of LIBOR.
This whitepaper provides expert opinion and sheds clarity on many of the transition issues market participants need to understand.
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.