Pricing

Partnership enables Orchestrade clients to manage risk and operations on a single platform using Numerix CrossAsset pricing models and risk analytics

Kempen & Co. has selected SuperDerivatives (SD), the derivatives benchmark and leading multi-asset front office solution, to replace its existing equity derivatives market data and pricing service.

As a leading merchant bank and asset manager in the international market, Kempen & Co required an accurate benchmarking tool in the interbank OTC equity market, as well as independent volatility data to improve risk management capabilities, and was not fully satisfied with its current vendor.

CME Group, the world's leading and most diverse derivatives marketplace, today announced it had revised its recent proposal to increase daily price limits for Corn futures and options. Pending CFTC approval, daily limits on CBOT Corn futures and options would increase to $0.40 per bushel from the current $0.30 per bushel, replacing a late April proposal to increase daily limits to $0.50 per bushel. These contracts are listed with, and subject to, the rules and regulations of CBOT.

New and enhanced pricing, modeling and risk functionality addresses client trading needs and market volatility concerns

Numerix, (www.numerix.com) the leading independent provider of award winning cross-asset analytics for the structuring, valuation and risk analysis of derivatives and structured products, today announced the latest versions of its pricing and risk analytics software – Numerix CrossAsset and Numerix Portfolio.

New Monthly Market Data Report and Assumptive Data for Structured Securities Can Help Clients Prepare for FAS 157-4; Company Also Expands Coverage of Mortgage-Backed Securities

Interactive Data Corporation (NYSE: IDC), a leading provider of financial market data, analytics and related solutions, today announced that its Pricing and Reference Data business has broadened its Evaluated Services capabilities for clients.

Report Published by Celent

The need for greater transparency in pricing and valuation functions is increasing. Celent urges firms and solution providers to re-examine their piecemeal approach to implementing pricing analytics and models in order to reduce 'weak links' in the overall process.

Pricing Partners, the independent valuation expert for financial derivatives and a leading provider of analytics, risk management and online pricing solutions, announced that AXA Hedging Services has chosen Price-it® Excel to value some of its interest rates derivatives.

Pricing Partners announced the official launch of a source code solution for its innovative software ‘Price-it®’. Entitled ‘Price-it® Source Code’, this new solution provides access to the flagship Price-it® analytics and pricing models source code. It also supplies a development platform. This enables clients to speed up the creation and development of their own pricing library by leveraging and re-using the Price-it® development framework and source code.

Report Published by Celent

Celent believes that firms cannot afford continued fragmentation in the way prices are derived in the front office, and therefore advises firms to adopt a joint approach to the pricing functions.

Greater transparency in pricing and valuation functions was a visible trend even before the onset of the credit crisis. However, in a post-crisis era that is moving towards financial reform, we are seeing unprecedented levels of scrutiny and requirements for firms to show procedural consistency in their complex deal pricing and portfolio valuation activities. Disclosure and pricing/valuation methodologies are now critical building blocks for restoring confidence in derivatives and structured finance markets.

Fair value pricing of financial products is a high priority for investment managers this year.  Richard Phillipson of Investit explains why.