Pricing Partners platform adds VAR analytics for structured products
Pricing Partners has unveiled a new value-at-risk 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 both buy-side and sell-side clients.
Value-at-risk is a widely used indicator that evaluates the potential loss of capital using market risk rather than just volatility. The valuations company has also unveiled a stress testing tool so clients can simulate the effect of a market crisis or other
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