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A-Team Insight Blogs

Incisive Capital Management Selects Pricing Partners’ Price-it Excel for its Inflation Derivatives Business

Pricing Partners has announced that Incisive Capital Management, the Dublin based investment management firm, has selected Price-It Excel to price and risk manage its inflation linked business.

Pricing Partners’ flagship software, Price-It Excel, authorises Excel to price and value with a generic and intuitive language and cashflow, allowing the description of virtually any product. Featured for its flexible market data inputs and accurate calibration methods and models, Price-It Excel gained the confidence of Incisive Capital Management to value and risk monitor its inflation related products.

Aogan Foley, managing director at Incisive Capital Management, commented, “We were looking for a high quality pricing engine on inflation offering similar models to those developed and used by banks in the market. The flexibility of the library, the quantitative expertise and the support provided by Pricing Partners suited entirely our requirements.”

Eric Benhamou, CEO of Pricing Partners and former Goldman Sachs quant stated, “We are delighted to be working with ICM. The inflation business requires very accurate tools and our software provides clients with the options they need. Thanks to the generic payoff scripting language, ICM now has the capacity to price and risk-manage virtually any inflation derivative and should receive very positive returns on their investment with the Pricing Partners system.”

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