Numerix Keeps Focus on Cutting-Edge Models for Dominant Pricing in Latest CrossAsset Release
The Universal Local Stochastic Volatility Framework with Jumps Introduced for Fast & Accurate Pricing of Exotic FX…
Risk Management
DerivSource provides industry analysis, expert Q&As and commentary articles on news and trends related to derivatives and risk management including credit risk, market risk, liquidity risk and cyber risk. Common themes covered include news and updates on products and service offerings related to derivatives risk, counterparty risk management, FRTB market risk, Basel III market risk, liquidity risk management and cybersecurity risk management.
LCH.Clearnet Receives Recognition as a Clearing Agency in Ontario, Canada
Ontario Securities Commission (OSC) Recognition Formalises LCH.Clearnet’s Risk Management Offerings to Canadian Market Participants LCH.Clearnet Limited (LCH.Clearnet),…
New Partnership with FINCAD Enables Derivative Path to Enhance Outsourced Derivative Management Services
FINCAD and Derivative Path are pleased to announce that Derivative Path is using FINCAD’s financial analytics platform…
Sky Road Motion Services Platform Integrates Numerix CrossAsset Library for Advanced Pricing & Risk Analytics
Sky Road and Numerix Announce New Partnership Agreement Numerix, the leading provider of cross-asset analytics for derivatives…
Quantifi Powers Price-Spread Calculator for ICE Credit Futures
Web-based calculator allows ICE market participants to accurately measure risk exposures Quantifi, a leading provider of analytics,…
Numerix Introduces New “Life” Asset Class for Capturing Longevity Risk
The Lee-Carter Stochastic Mortality Model Enables the Forecasting, Quantifying and Aggregating of Mortality Risk for Improved Pricing…
DTCC White Paper Identifies Greater Systemic Risk Complexities to Financial Markets
Paper calls for increased industry engagement and vigilance to protect against new and unidentified threats In its…
RiskVal Levels the Fixed Income Playing Field with RVAL
RiskVal Financial Solutions, LLC, a leader in providing tools to market dealers for well over a decade,…
Numerix Introduces a New Universal Framework for Funding Value Adjustment (FVA)
Numerix Proposes an Efficient FVA Calculation Helping Institutions Better Manage the True Cost of OTC Derivatives Funding…
Best Practices in the New World of Central Clearing
As the OTC derivatives market moves to CCP clearing, new best practices are emerging to support an…