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Content Hub
Content Hub
Risk Asean
Bangkok | May 14, 2020
Join us to discuss the latest trends and news impacting risk professionals in the Asean region.
Numerix whitepapers for download
Exploring How AI Can Help Address Contract Challenges During the LIBOR Transition
June 2020
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.
Structured notes | Transforming risk into opportunities
June 2020
Global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of the Covid‑19 pandemic. Numerix explores what this means for traders, issuers, risk managers and investors as the structured products market reshapes to fit the changing market environment.
The LIBOR Countdown: Focusing on Derivatives and the Impact of COVID-19
June 2020
On March 26, 2020, Risk.net hosted a webinar on the LIBOR transition titled Spotlight on Derivatives as part of its LIBOR Countdown webinar series. In this Q&A, we share Dr. Sun’s responses to several of the key questions posed in the webinar.
Analyzing the Market Impact of SOFR Discounting
January 2020
Understanding the Significance of SOFR Discounting for Derivatives Trading and Risk
Talking XVA: Pace of Adoption, New Technology & Cloud
October 2019
One significant aspect of the XVA story is that we’ve seen more complexity each time a new valuation adjustment was created, particularly with the calculations associated with margin valuation adjustment (MVA).
Increased Adoption and Innovation Are Driving the Structured Products Market
October 2019
An increasing number of investors, both institutional and retail, are beginning to look at new product ideas based on diversification and yield enhancement.
The XVA State of Play: Its Transformative Impacts
September 2019
Discussions about XVAs half a decade ago were nothing like they are today. Financial industry practitioners are paying a lot more attention to the pricing, valuation and risk management of their derivatives transactions.
FIS whitepapers for download
COVID-19 Impacts Credit Value Adjustment And Counterparty Risk
COVID-19 has unleashed unprecedented challenges on the global economy. In response, organizations of all sizes must leverage sophisticated risk analytics in the cloud – and rethink their approach to risk. That’s why you need our insights-packed white paper, “COVID-19 Impacts Credit Value Adjustment and Counterparty Risk.”
Q&A: COVID- 19 Accelerates a Pivot to Services.
Find out what’s new for financial institutions and their risk functions in the face of COVID-19. Our insights-filled Q&A with Andrew Woods, FIS’ head of risk services, explores the drivers for Risk as a Service.
