Structured Products
69 white papers and resources
Below are a collection of structured products white papers which will show current thinking and modelling. Structured Products are designed to meet the financing requirements of companies beyond the remit of more conventional financial products. Generally offered by the large financial institutions, they are highly complex in nature and will be customised to meet specific risk-return objectives. Common structured products include collateralised bond obligations (CBOs), collateralised debt obligations (CDOs) and syndicated loans.
Talking XVA: Pace of Adoption, New Technology & Cloud
To help better understand some of the key challenges, opportunities and trends that are influencing the XVA story today, this white paper shares insights on key topics including: the global adoption of XVA measures; the optimization of MVA and SIMM sensitivities; and XVA calculations on the cloud.
EURO STOXX 50® ESG – Integrating Sustainability
This latest research paper puts the EURO STOXX 50 ESG Index under the microscope to analyze its profile and characteristics, and the effect of implementing the strategy. It further looks beyond negative ESG screening strategies and into more comprehensive sustainable approaches that can also…
The Coming Storm: ‘BBB’ Corporates in a Potential Downturn
This Fitch Ratings white paper examines a portfolio of ‘BBB’ category corporate issuers in the U.S. and Europe in the context of differences in the composition and concentration of ‘BBB’ issuance; transition and default (T&D) patterns in past economic downturns; and issuers’ current leverage and…
STOXX ESG-X Indices
This latest research paper examines the profile and performance characteristics of the STOXX® Europe 600 ESG-X Index, STOXX® USA 500 ESG-X Index and STOXX® Global 1800 ESG-X Index. Download the white paper to discover the true scope of STOXX ESG-X Indices.
Gain or Pain—Automating the OTC and Structured Products Markets
This white paper, based on a survey carried out by WatersTechnology in collaboration with Numerix, explores the increased demand from firms looking to automate the front-office processes around their OTC and structured products businesses. It further examines the technology, operational and…
Supporting ISDA SIMM: Key Considerations You Need to Know
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.
Part I – React, Adapt and Enact: The Catalysts to Capital Markets Transformation
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…
The Current State of XVA Adoption
This XVA forum features a panel of industry leaders assessing the major factors driving XVA adoption today.
Adapting to Change in the Electronic Fixed Income and OTC Markets: Have We Reached an Inflection Point?
At a recent event hosted by Numerix, capital markets participants gathered in New York to discuss how electronification has influenced and disrupted these multi-trillion-dollar markets. In this article, we report on the key takeaways and perspectives covered during the event.
Charting a Course for a Successful XVA Program
This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation…