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Wednesday, April 9

OTC Val and Valuelink announce OTC derivative pricing now available through Valuelink products

by Sean Sprackling on Wed 09 Apr 2008 09:42 BST

7 April 2008

OTC Valuations (OTC Val) and ValueLink today announced that independent OTC derivative pricing from OTC Val will be available to ValueLink clients via their established delivery platforms.

Clients who currently receive dealer counterparty data for OTC derivatives via ValueLink products will now also be able to access independent valuations for these instruments generated by OTC Val. This is a significant extension of the current OTC data service provided by ValueLink, which has previously concentrated on counterparty pricing.

Bob Sangha, Managing Director at OTC Val said “We are very excited to be working with ValueLink in providing an independent valuations solution for OTC derivatives. OTC derivative activity has exploded in recent years but the development of independent valuations of derivative positions has been slower to develop. OTC Valuations is a leading provider of independent valuations of derivatives and other complex financial products and provides a complement to, and ... more »

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SuperDerivatives adds liquidation pricing to portfolio revaluation services

by Sean Sprackling on Wed 09 Apr 2008 08:53 BST

SuperDerivatives, the benchmark for derivatives pricing and the leading provider of multi-asset front-office systems, risk management, revaluation and online options trading solutions, today announced it will provide the liquidation price (or 'exit price') of all derivatives held within clients' portfolios.

Liquidation prices for the time of calculation or for any retroactive dates will be supplied as part of SuperDerivatives' independent Portfolio Revaluation service.

The enhanced offering addresses the need for valuations of portfolios that might be liquidated and aims to provide a fair value disclosure for investors that foresee a liquidation event. The demand for liquidation price-based valuations has been amplified during the recent financial crisis, as well as by specific regulatory requirements such as FAS 157.

SuperDerivatives will use its benchmark model for bid and ask prices to calculate the liquidation price for all types of financial portfolios, including those that contain illiquid OTC derivatives. This addresses many daunting ... more »

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