Our SolutionsIndependent Valuation FastVal enables clients to value their holdings in an independent and transparent, timely and cost-effective way. Comprehensive Derivatives Pricing Models FastVal Analytics is used by our clients for derivatives pricing and structuring, risk management, model validation and benchmarking.
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Market InsightsBest Practice For Derivatives Pricing:
Multi-Curve Methodology
Since the 2008 Crisis, the market no longer considered LIBOR an appropriate standalone yield curve for discounting derivatives, and the OIS yield curve became the standard for derivatives pricing. But the discounting/funding curve for highly complex collateralized and uncollateralized derivatives is less straightforward in the current market. Multiple yield curves are necessary - a discounting curve from OIS swaps and separate LIBOR forward curves. Read this white paper and learn more about the latest implications of the LIBOR scandal for derivatives pricing
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Industry Awards  The readers of Structured Products have ranked SunGard in first place for equities pricing and analytics, equities trading systems and limits in the Structured Products Technology Rankings 2012.
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