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 custom
The week on Risk.net, October 6-12, 2017Receive this by email