Numerix Expands Oneview Risk Application Numerix, a vendor of cross-asset analytics for derivatives valuations and risk management, has just released a solution that is an expansion of its Oneview Risk application to help banks comply with the Basel Committee’s regulatory requirement for Counterparty Credit Risk (SA-CCR) Capital in time for the January 2017 implementation deadline,… Read More >>
CFTC Authorizes Eurex Clearing for U.S. Swaps Markets
CFTC Blesses Eurex Clearing U.S. regulator CFTC has authorized Eurex Clearing’s registration as a derivatives clearing organization (DCO), which will allow Eurex Clearing to provide clearing services for swaps for U.S. clearing members, officials say. The authorization makes Eurex Clearing the 16th DCO registered with the CFTC and the sixth registered DCO based outside the… Read More >>
Q&A with Numerix: Real-World Models Have Many Uses
(Editor’s note: Numerix, a vendor offering cross-asset analytics for derivatives valuations and risk management, recently announced that it has expanded real-world modeling coverage in the Numerix CrossAsset core analytics stack, part of the 12.5 release. The upgrade offers the new Hull-White 2-factor real-world interest rate model (HW2F RW), which supports calibration to a projection curve… Read More >>
