Fri, 12/10/2007 - 06:55
SuperDerivatives, a provider of multi-asset derivatives solutions for real-time option pricing, independent revaluation, derivatives data, trading and risk management systems, has announced a new release of its online credit derivatives platform, SD-CD.
According to the firm, the new version represents a substantial increase in the level of functionality, price-transparency and analytic power compared to that offered by currently available solutions, and addresses challenges posed by the recent dramatic developments in structured credit markets.
The enhanced version introduces a dynamic pricing model for bespoke synthetic tranches, making easy efficient and transparent hedging and risk management of collateralised debt obligations.
The SD-CD platform provides intraday pricing relying on tradable two-way data from multiple sources, as opposed to previous-day consensus data that does not reflect actual tradable prices, and portfolio utilities that support name-specific default and market risk metrics.
Integrated with SuperDerivatives' benchmark pricing engines for all other asset classes, SD-CD helps cross-asset hybrid investment structures with correlated risk management. The firm says this enables investors to formulate, price and risk-manage sophisticated strategies that effectively exploit the inter-dynamics between a company's credit rating, stock price and the prices of energy products and commodities that are related to its activity and could affect its credit rating.
'The sub-prime crisis has made it clear that many investors do not have the tools for pricing and risk management of structured credit instruments,' says Sasha Rozenberg, product manager for credit derivatives at SuperDerivatives.
'SuperDerivatives is stepping in to fill this gap, improving the transparency and liquidity of credit derivatives as it has done in other asset classes, giving credit market practitioners a one-stop-shop from which they can access all asset classes from the same user interface. This should result in a single, powerful derivatives platform that allows a combined view of all traded asset classes, supporting hybrid structures and strategies.'
SuperDerivatives' products and services are used by companies from both the buy- and sell-side. Its real-time pricing platforms are used by almost all banks around the world, as well as corporations, asset managers, hedge funds, auditors and central banks. SuperDerivatives' revaluation service (SD-Revaluation) is used by banks, hedge funds, asset managers, fund administrators and auditors.
The company also provides risk management systems, an online trading platform, derivatives data and portfolio revaluation services that use its benchmark pricing model and independent global market data network. SuperDerivatives has clients in more than 60 countries and other offices in London, New York, Buenos Aires and Paris.
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