Benefits
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See exposure to any risk factor in real-time
Integrate market-standard derivative pricing and risk analytics into proprietary applications to dramatically reduce the time and expense relative to building the analytics from scratch
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Pricing of any derivative in real-time
From vanillas to exotics across all asset classes, using market-standard practices such as OIS discounting and collateral discounting
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Optimize choices and reduce disputes
Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations
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Validate and understand
Reverse engineer counterparty quotes to validate the prices and understand the valuation adjustments (such as CVA and FVA) embedded in quotes
Benefits
-
See exposure to any risk factor in real-time
Integrate market-standard derivative pricing and risk analytics into proprietary applications to dramatically reduce the time and expense relative to building the analytics from scratch
-
Pricing of any derivative in real-time
From vanillas to exotics across all asset classes, using market-standard practices such as OIS discounting and collateral discounting
-
Optimize choices and reduce disputes
Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations
-
Pricing of any derivative in real-time
Perform initial margin or collateral calculations during pre-trade counterparty discussions or post-trade validations
-
Pricing of any derivative in real-time
Reverse engineer counterparty quotes to validate the prices and understand the valuation adjustments (such as CVA and FVA) embedded in quotes