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: The challenges and potential of data marketplaces

Data is the lifeblood of capital markets. It is also a valuable commodity providing financial institutions with additional insight when gathered in an internal data marketplace, or packaged and sold externally to other institutions. While the theory is sound, the practice of setting up a data marketplace can be challenging. Internally, vast amounts of data...

BLOG

Exchange Data International Releases Readable Corporate Action Notices

Exchange Data International (EDI) has released Readable Corporate Action Notices (RCAN), a solution designed to enable personnel in front- and middle-office buy-side firms to read corporate action notices in the same way as they read news. RCAN is based on machine learning and was developed by EDI. It covers 45 corporate events, including dividends, mergers...

EVENT

ESG Data & Tech Briefing APAC

Join us in one of the greenest cities in the world as we bring together thought leading ESG specialists to explore how financial institutions are adapting to the evolving ESG regulatory and market infrastructure.

GUIDE

Regulatory Data Handbook 2022/2023 – Tenth Edition

Welcome to the tenth edition of A-Team Group’s Regulatory Data Handbook, a publication that has tracked new regulations, amendments, implementation and data management requirements as regulatory change has impacted global capital markets participants over the past 10 years. This edition of the handbook includes new regulations and highlights some of the major regulatory interventions challenging...