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

A-Team Insight Blogs

Thomson Reuters TRPS Plus Provides Transparency into Evaluated Pricing of Structured Notes and OTC Derivatives

Subscribe to our newsletter

Thomson Reuters continues to build out its pricing service with the addition of Thomson Reuters Pricing Service Plus (TRPS Plus), a DataScope Select service offering transparency into the evaluated pricing of structured notes and hard to value OTC derivatives. TRPS Plus follows the company’s April 2015 introduction of AskTRPS, a price challenge tool for fixed income professionals, and is based on models acquired with Paris-based Pricing Partners in June 2013.

While Thomson Reuters has priced structured notes and derivatives for some time, TRPS Plus integrates Pricing Partners’ financial library to value complex structured products and exotic derivatives, and provide details of valuations including methodologies used, market data inputs and model assumptions. The service also provides risk calculations associated with these instruments, including Value at Risk, Credit Valuation Adjustment and Greeks. Valuation and risk reports are delivered on an intra-day or end-of-day basis depending on customer requirements.

As well as helping DataScope Select users to value hard to price instruments, TRPS Plus plays into regulations such as Dodd-Frank and European Market Infrastructure Regulation that require highly transparent valuations of illiquid and complex instruments, particularly derivatives and structured products.

Robert Vincini, head of pricing service specialists at Thomson Reuters, says TRPS Plus valuations of structured notes are available immediately to DataScope Select users, while derivatives, initially interest rate swaps, will be available from September. He adds: “After that we will apply Pricing Partners’ models to all the derivatives we price, which is almost all types, and include them in TRPS Plus.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Executing the Migration to Cloud to Enable Scalability and Innovation

Date: 22 September 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Cloud-based services and processing have become essential to financial institutions as their data management demands have become more complex and expansive. Thousands of organisations have made the jump from their limited on-premises tech stacks to the near-infinite scalability opportunities...

BLOG

ESMA Pushes ‘Report Once’ Model for EU Reporting

The European Securities and Markets Authority (ESMA) has advanced two major strands of its reporting simplification agenda, setting out a proposed integrated reporting framework for investment funds while opening the next phase of work on streamlining transaction reporting across Markets in Financial Instruments Regulation (MiFIR), European Market Infrastructure Regulation (EMIR) and Securities Financing Transactions Regulation...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...