Pricing Partners launches VAR tool for structured products
Pricing Partners has unveiled a new value-at-risk (VAR) calculation tool for structured products on its Price-it platform. The new system has been in development for two years and will now be marketed to buy- and sell-side clients.
VAR is a widely used indicator that evaluates the potential loss of capital using market risk rather than just volatility.
The Swiss Structured Products Association designed a new risk rating system for structured products, launched in July 2009, based on a VAR
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