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.
The white paper explores reputational, regulatory, financial and strategic risks and outlines why due diligence should be complemented by on-going, risk-based monitoring to improve visibility to supply chain and third-party risk.
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
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 explores how process improvement through new technology can lead to better integration and transparency, as well as deeper insights across departments.
This white paper examines the top three triggers for window dressing and portfolio pumping. It further provides recommendations firms should abide by to instil investor confidence and ensure global regulatory compliance.
Market Response to Recent FOMC Rate Decisions - How Markets Behave Before & After Fed Rates Decisions
This white paper provides a review of how markets behave before and after Fed rate decisions and explores the impact of Fed rate decisions to market pricing.
This white paper describes the mechanism, with three use cases, for using CME FX Link – the first ever electronic spread between OTC FX and FX Futures.
This white paper maps out the path from a pre-digital, compliance-driven risk management strategy to an adaptable, integrated approach that can keep pace with the fast-changing digital world.