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Kempen & Co. Replaces Equity Derivatives Pricing and Data with SuperDerivative

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Kempen & Co. has selected SuperDerivatives (SD), the derivatives benchmark and leading multi-asset front office solution, to replace its existing equity derivatives market data and pricing service.

As a leading merchant bank and asset manager in the international market, Kempen & Co required an accurate benchmarking tool in the interbank OTC equity market, as well as independent volatility data to improve risk management capabilities, and was not fully satisfied with its current vendor.

With SD, Kempen & Co. will have access to a unique and proven model for equities pricing that generates accurate bid and offer prices for derivatives reflective of the interbank broker market.

SD’s volatility data is underpinned by a broad market data contribution, giving the bank truly neutral and unbiased pricing information for the widest range of Dutch stocks and derivatives instruments.

Henri Jan Staal, Head of Risk Management at Kempen & Co comments: “We needed reliable access to transparent and independent market data that could be easily integrated with existing systems in the bank, coupled with an efficient suite of pricing and analytics tools. We chose SD as our market data vendor because the high level of pricing accuracy it constantly delivers across a very broad spectrum of equity derivatives, from vanilla to exotic.”

Amitai Ratzon, Head of Sales in North Europe at SD, comments: “Our sophisticated technology and unrivalled risk management tools empower Dutch companies to manage market risk and hedge exposures of large and complex portfolios. We look forward to enabling Kempen & Co. to optimise its risk management capabilities.”

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