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Derivatives and structured products valuation services

Structured products pricing

An overview of Evaluated Pricing Data from Refinitiv
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In a highly risky and complex regulatory world, evaluated pricing is the key to staying one step ahead of the curve

A transparent and tailor-made valuation service for your structured notes and OTC-derivatives. 

Why choose our structured products pricing?

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.

Our Pricing Service Plus offers tailor-made and transparent valuations, along with risk calculations for structured notes and hard-to-value, over-the-counter (OTC) derivatives.

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), Pricing Service Plus effectively supports all standard or non-standard derivatives pricing without limit.

Features & benefits

What you get with our structured products pricing

On-demand price challenges

Challenge the intermediary pricing step-by-step with direct access to your portfolio valuation and associated dynamic pricing file (calculator Excel sheet).

Transparent pricing process

Review payoff description, audit market data used, and analyze model assumptions. Benefit from dynamic Excel calculation files.

Tailor-made valuation services

Include both evaluated price and risk indicators, and tailor valuation reports to your desired frequency and output information.

Risk control

Risk measures available at trade level – produce Credit Value Adjustment (CVA), Debt Value Adjustment (DVA), VaR, CVaR, and Greeks.

Most up-to-date market data

All methodologies are supported with stringent quality control checks.

Flexible delivery

Valuation reports are delivered by mail, web services, FTP, DataScope Select, and other platforms.