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.

 

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