About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

StatPro Enriches Complex Asset Pricing Service for Investment Managers

Subscribe to our newsletter

StatPro Group, a provider of portfolio analytics and data solutions for the global asset management industry, today announces two enhancements to its system for pricing complex financial assets. T+0 pricing for credit default swaps and 142 new bond-pricing functions have been added to the software as a service.

Complex Asset Pricing (CAP) produces model prices for OTC derivatives and complex/illiquid bonds. The initiative covers instruments such as interest rate swaps, credit default swaps on single names and baskets, FX forwards and equity options – that need a ‘complex’ valuation model and traded market data to be priced.

There is a strong demand in the market for independent, transparent and accurate pricing of complex assets at competitive rates. The service is aimed at performance teams, valuation teams, auditors and back office staff at large or small investment management firms, custodians and hedge funds if they are managing, administering or are investing in assets of a complex nature.

“We can now deliver T+0 prices for CDS combined with an intra-day pricing run for all asset classes,” said Dario Cintioli, global head of risk at StatPro. “We have also added 142 pricing functions of complex and illiquid bonds to CAP giving us a total of 154 pricing functions for complex assets. We believe this makes our service one of the most comprehensive available on the market.”

“We are constantly investing to improve our complex asset pricing service. We already have a number of clients live on the system today and this enhancement makes the service extremely attractive to a much wider audience.” said Justin Wheatley, CEO at StatPro. “With 154 pricing functions our service is the equal of any other in the market in terms of coverage and we believe the best value of any.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Navigating a Complex World: Best Data Practices in Sanctions Screening

As rising geopolitical uncertainty prompts an intensification in the complexity and volume of global economic and financial sanctions, banks and financial institutions are faced with a daunting set of new compliance challenges. The risk of inadvertently engaging with sanctioned securities has never been higher and the penalties for doing so are harsh. Traditional sanctions screening...

BLOG

Agentic AI Deployment Presents Potentially Dangerous Data ‘Trust Paradox’

Artificial intelligence deployment in capital markets’ data processes may be approaching an inflection point that, if not managed properly, could introduce dangerous risks to institutions’ operations. The growing deployment of anonymous agents has the potential to hardwire data errors into workflows, magnifying data weaknesses as the automating technology scales processes, according Informatica from Salesforce. The...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Regulatory Data Handbook 2014

Welcome to the inaugural edition of the A-Team Regulatory Data Handbook. We trust you’ll find this guide a useful addition to the resources at your disposal as you navigate the maze of emerging regulations that are making ever more strenuous reporting demands on financial institutions everywhere. In putting the Handbook together, our rationale has been...