Our Firmament and Oberon
software is ideally suited to helping our clients
value complicated derivative positions. For more
information on these products please click
here
Until February 2008 we also
owned an independent valuation business which
has now been sold to NYSE Euronext and has been
re-branded Prime Source. Our
press release contains more details. We are
currently operating under a Transition Services
Agreement with this business before it has its
own website. Please contact Christopher Rose,
Deputy CEO on 020 7384 5002 or
Independent Valuation
and Risk Services delivers accurate, timely
and unbiased valuation and risk analysis on OTC
derivatives positions. Independent Valuation
and Risk Services provides:
Coverage across a very wide range of vanilla and complex derivatives
Access to established and accredited models
Flexible output reporting
The Problem
Valuing an OTC derivative correctly requires the ability to value an instrument from first principles. This involves:
Understanding the whole structure of the trade
Having the technology and analytics to model the instrument
The generation of good pricing curves
Access to relevant market data for those curves
Delivering independent valuations and risk reporting to the standard required is a very resource intensive process. Many financial institutions will not want to invest too heavily in any in-house solutions, and yet still require accurate valuations to optimise their risk management processes.
The Solution
With our Independent
Valuation and Risk Services, OTC derivative
positions can be independently valued quickly,
regularly, and cost effectively, on a pay-per-position
basis.
Lombard Risk has expertise in these markets, and has the software, pricing analytics, access to market data and operational capabilities to deliver accurate valuations and comprehensive risk reporting, daily, weekly or monthly.
For more information
on Independent Valuation and Risk Services,
see the Key
Features and Benefits section.
