
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
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Structured products
7 days in 60 seconds
Bank capital, margining and the return of FX
The week on Risk.net, December 12–18
Receive this by email