About a-team Marketing Services

A-Team Insight Blogs

Pricing Partners Adds a Stochastic Rating Model to its Financial Library

Subscribe to our newsletter

Pricing Partners announced today that it added a stochastic rating model to its Price-it derivatives pricing library that enables to price ratings linked products.

Euro Medium Term Notes based on Rating have become more popular as ratings play a central role in the financial world and are easily understandable for investors. A typical structure is a note that pays a coupon that steps up if the rating of the underlying company falls below a certain rating. Using rating transition matrices, this model bootstraps transition densities and can be plugged within the generic platform to allow pricing accurately these rating dependent products.

Eric Benhamou, CEO of Pricing Partners, comments: “We are committed to excellence to provide a solution on all asset classes. This new extended feature in our financial library consolidates our market position in the derivatives pricing area. We believe that Price-it Library would be the best solution for clients who look for the full spectrum of pricing models.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: AI in Asset Management: Buy-Side Attitudes toward GenAI and LLMs

Since ChatGPT exploded onto the scene in late 2022, financial markets participants have been trying to understand the opportunities and risks posed by artificial intelligence and in particular generative AI (GenAI) and large language models (LLMs). While the full value of the technology continues to become apparent, it’s already clear that AI has enormous potential...

BLOG

LSEG-D&B Collaboration Underscores Demand for Private Market Data

The London Stock Exchange Group (LSEG) has joined a growing list of major vendors and institutions that have launched data products to help asset managers better assess private markets. London-based LSEG has collaborated with private-market specialist Dun & Bradstreet to help its users better identify opportunities and risks within the alternatives space. The partnership comes...

EVENT

Future of Capital Markets Tech Summit: Buy AND Build, London

Buy AND Build: The Future of Capital Markets Technology London on September 19th at Marriott Hotel Canary Wharf London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2024 – Twelfth Edition

Welcome to the twelfth edition of A-Team Group’s Regulatory Data Handbook, a unique and useful guide to capital markets regulation, regulatory change and the data and data management requirements of compliance. The handbook covers regulation in Europe, the UK, US and Asia-Pacific. This edition of the handbook includes a detailed review of acts, plans and...