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

Upcoming Webinar: How to optimise SaaS data management solutions in the cloud

Date: 16 January 2024 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Software-as-a-Service (SaaS) data management solutions go hand-in-hand with cloud technology, delivering not only SaaS benefits of agility, a reduced on-premise footprint and access to third-party expertise, but also the fast data delivery, productivity and efficiency gains provided by the...

BLOG

Financial Institutions Turn to AI and Cloud to Solve Data Challenges

Financial institutions are undergoing digital transformations that are seeing them harness the full potential of the huge volumes of data they generate. Importantly, to do that they are deploying the technologies that are already defining our era – artificial intelligence (AI) and the cloud. From streamlining back-office processes to informing front-office decision making, and from...

EVENT

TradingTech Summit London

Now in its 13th year the TradingTech Summit London brings together the European trading technology capital markets industry, to explore how trading firms are innovating in today’s cloud and digital based environment to create flexible, scalable trading platforms to support speed to market and business agility.

GUIDE

Regulatory Data Handbook 2023 – Eleventh Edition

Welcome to the eleventh edition of A-Team Group’s Regulatory Data Handbook, a popular publication that covers new regulations in capital markets, tracks regulatory change, and provides advice on the data, data management and implementation requirements of more than 30 regulations across UK, European, US and Asia-Pacific capital markets. This edition of the handbook includes new...