The valuations and analytics
we provide are based on our proven Oberon and
Firmament platforms. We have over 15 years of
experience in developing powerful complex valuation
systems. With Independent Valuation and Risk
Services, our customers can reap the benefits
of these systems on a pay-per-position basis,
without having to invest in any in-house software.
Our analytics are used as benchmarks by many customers.
The first version of Oberon was released in 1989 and has always had an excellent reputation for its powerful analytics. Since then, our Financial Engineering team have enhanced the analytics to support many different pricing models and different risk management methods, including the new and advanced analytics used for Firmament. All of our valuation models are fully documented, to ensure transparency.
Features:
Agreed rules for handling exceptions
Auditable values, curves, algorithms and formulas used to calculate valuations
Extensive, user definable reporting
A comprehensive yield curve generator used to create credit curves and spreads
The ability to create proxy curves for illiquid credit names
Valuation and analytical data on credit positions is possible for any maturity
