View this TabbFORUM video to learn more about today's FX hedging challenges. Also, check-out our latest FX hedging webinar case study, outlining the best ways to use options for hedging your foreign exchange exposures. For more information about specific FX hedging solutions, contact marketing@numerix.com.

The growth of volatility as both an asset class and as a hedge has grown tremendously over the past several years, with trading volume of VIX futures setting a new annual record in 2011 with over 12 million contracts traded. Today, there are VIX-like indices measuring the implied volatility of various equity and commodity indices; and many exchange-traded instruments written on the VIX. Many diverse financial products also reference the VIX, including complex variable annuities that are...

Given the extreme market volatility since the 2008 crisis, and the huge impact it can have on a multinational company's balance sheet and bottom line when it comes to foreign exchange exposures, what are the best options (pun, intended) for hedging volatility these days? From average rate options and baskets to partial barriers, compounds, and gated knock outs―what works, what doesn’t and why? As we continue our Numerix webinar series on the best ways to manage your FX exposures, Udi Sela, Vice...

everis Enhances Risk Management Product Suite with Numerix CrossAsset Analytics everis has joined the Numerix Partner Program to offer Powered by Numerix™ pricing and risk analytics within the everis Risk Management Product Suite. This suite provides banks and insurers a complete risk and capital management solution comprised of everis Operational, Aggregation, CurveFitting and Risk Based Pricing modules. everis clients can now leverage key Numerix functions such as cross-asset analytics, Monte...

Numerix, PRMIA and Microsoft recently co-hosted an industry thought leadership forum discussion at New York City’s Harvard Club. In front of a standing room-only audience, panelists explored the challenges surrounding CVA implementation from the regulatory, quantitative and technology perspectives. The evening kicked-off with a thought-provoking presentation from Aletta Ely, Vice President, JP Morgan Chase, Investment Bank Credit Portfolio Management Group. Ms. Ely addressed how regulations...

Recently, Numerix joined partner Sybase on its webinar panel discussion; preparing for pending rules and regulations and the impact on IT infrastructures. According to Denny Yu, Product Manager of Risk at Numerix, Managing CVA is no longer an EMEA issue; banks throughout the Americas will be continually pressured to implement a complete CVA solution. To hear all the comments from Sybase, Global Financial Solutions and Numerix please follow the link to the webinar replay.

New insurance solution introduced for liability product development and risk management Numerix today introduces Numerix LeadingHedge, an insurance solution for risk management and hedging of annuity products, including Variable Annuities and Fixed Index Annuities. Since the acquisition of LeadingHedge from Ernst & Young LLP in mid-2010, Numerix has leveraged the platform to deliver a new, highly scalable and flexible solution for the hedging and reporting of various annuity products....

With many of the world’s financial institutions in the process of migrating to new market standards, questions remain as to the potential impact on existing portfolios, as well as how to effectively manage instruments with longer-dated maturities when spreads in LIBOR v. OIS rates begin to diverge. OIS discounting and the impact of standardization in the market adds a new level of complexity when it comes to derivative pricing and risk management. “Basically, everything needs to be rethought...

“Any student of the history of quantitative finance, which means anyone interested in how we moved from the economy of the 1960s to the global derivative computer-run economy of today, will find this book invaluable. Even if Goodkin had done nothing on his own, he would have importance as a crucial link between theoreticians and practitioners, and between economics and academics in quantitative disciplines. Goodkin was an essential catalyst to the quantitative finance revolution.” Read Aaron...