Using appropriate valuation models is essential in order to obtain accurate and market-matching sensitivities and valuations of your positions. Lombard Risk has been developing sophisticated financial software for the past 15 years, and our Valuation Models are the product of this extensive experience in the markets. Our models are documented to ensure transparency.

Powerful Features:

• Equipped with a wide range of market standard valuation models, consistent with Bloomberg
• Can value both Corporate Bonds and Credit Default Swaps (CDSs) using the same models
• Structured models allow for the input of either a range of average, or a set of peer-by-peer default correlations
• Includes a set of tools to automate the processing and management of large volumes of credit reference data and credit events
• Where appropriate, model parameters can be configured to individual needs