Prism Valuation Enhances Lat-Am Derivative Valuation Service


Prism Valuation Enhances Lat-Am Derivative Valuation Service

http://www.bobsguide.com/guide/news/2013/Jun/17/prism-valuation-enhances-lat-am-derivative-valuation-service.html

Prism Valuation has recently introduced two enhancements to its Derivative Valuation Service for Lat-Am products. Firstly, it now offers its clients the choice of discounting valuations for Brazilian Real (BRL) CDI zero coupon swaps using a curve constructed from USD/BRL non-deliverable forwards and swaps. This is in addition to the already existing option of allowing forecasting of the forward CDI rates using either an on-shore or an off-shore curve.

The non-deliverable curve discounting option is now being delivered to several clients trading these instruments. In addition, Prism has recently added support for the valuation of Colombian Peso (COP) OIS swaps, which can also be discounted using deliverable or non-deliverable curves. In addition to BRL and COP, Prism currently delivers IRS and other derivative valuations for Chilean Peso (CLP), Mexican Peso (MXN) and Peruvian Nuevo Sol (PEN) in the Lat-Am region.

“Supporting non-deliverable discounting for BRL and other Lat-Am and Asian interest rate swap types reflects Prism’s continuing commitment to providing a flexible, robust framework to meet clients’ derivative valuation requirements. We are always willing to make the effort to broaden our coverage and utilize emerging methodologies in order to deliver the best possible service” comments Keldon Drudge, CEO.

 

Advertisements

About carlarweir
I am a Cross Asset FIX Connectivity SME working for international banks. i also sit on the FIX Protocol Ltd Global Steering Committee, and am Co-Chair of the Global Cross Asset Committee. I also have a very strong background in Mobile Telephony, Cloud computing, SaaS, IaaS, PaaS, Big Data, innovation, and am a pioneer in Pseudolite technology.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

OTC Clearing and Regulations

My views on OTCs and Regulations

Knowledge Problem

Commentary on Economics, Information and Human Action

northoceanscm

4 out of 5 dentists recommend this WordPress.com site

Aditya Ladia's Blog

Forex, Investment and Finance

Soltis Consulting, Inc.

Business Concepts, Ideas, and Information

intradaynifty

An Endeavor To Explore The Uncertanity

All About Cyber Security and Financial Technology and Beyond

The Future of FinTech and Cybersecurity are Interlocked: Creating the Secure Future of Financial Technology Today

symphony

Read about latest trends in Algo Trading in India or visit our website symphonyfintech.com

Trading Smarter

Thought Leadership, Insight and Product Information from TradingScreen

Tales from a Trading Desk

Noise from an Investment Bank

The Main Street Analyst

New York City Magazine! Marketing, Social Media, Business - Connecting The Dots!

NPA Computers

Bringing you info about the latest on Internet Technology

duanetilden

The Latest News on International Energy Trends, Green Building, Sustainability, A&E and Social Media

Trade News in Brief

International Economic Affairs & Relations / Regional & International Organizations / Global Commerce & Business

Letters from Nopeville

Nothing to do here

SingleDealerPlatforms.Org

The Single Dealer Platform Community

Carl A R Weir's Blog

A Cross Asset Connectivity and Finance WordPress.com site

%d bloggers like this: