New York- and London-based SuperDerivatives, a leading provider of options pricing and benchmarking systems, has added liquidation, or exit, pricing to its Portfolio Revaluation service.
Exit pricing was already available on the company's SD-Revaluation platform, introduced in 2004, but is now being offered for entire portfolios to help firms comply with Financial Accounting Standard (FAS) 157. The pricing service can handle all asset classes, including credit derivatives such as credit default swaps and collateralized debt obligations and interest rate, foreign exchange, equities and energy derivatives.
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