Regulations such as Dodd-Frank and the European Market Infrastructure Regulation (EMIR) are devoting a great deal of attention to illiquid and complex instruments, with a particular focus on derivatives and structured products. Highly transparent valuations are required to meet these stringent requirements.
This award-winning service guarantees full access to the pricing process, including cashflow descriptions, market data inputs, numerical methods and model assumptions to help you address your transparency and regulatory requirements.
Combined with a highly extensive financial library (legacy Pricing Partners financial library), TRPS Plus effectively supports all standard or non-standard derivatives pricing without limit.
Content and features
On-demand price challenges
Get direct access to your portfolio valuation and associated dynamic pricing file (calculator excel sheet), allowing you to challenge the intermediary pricing step-by-step.
Transparent pricing process
Benefit from the entire pricing process and full breakdowns to review payoff description, audit market data used, and analyze model assumptions. Access dynamic excel calculation files – ‘plug and play’ with various market data and model assumptions to measure and analyze the impacts on the price.
Tailor-made valuation services
Option to include both evaluated price and risk indicators. Valuation reports are produced according to your desired frequency (intraday, daily, weekly, bi-monthly, monthly, etc.) and output information (options, zero-coupon, fix leg, etc.).
Risk measures are available at trade level through direct access to the excel calculation files, allowing the ability to produce Credit Value Adjustment (CVA), Debt Value Adjustment (DVA), VaR, CVaR & Greeks.
Most up-to-date market data
All methodologies are supported with stringent quality control checks.
Valuation reports are delivered by mail, web services, FTP, DataScope Select, and other platforms.