The Crisis And The Future Of Valuations

StatPro Breakfast Seminar The Credit Crisis and The Future of Valuations

Agenda ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Pricing Methodologies pricing service The Pricing Tree DERIVATIVES BONDS OTC MARKET PRICES FOR RISK FACTORS PRICING MODELS MARKET PRICES (Mark-To-Market) RISK FACTORS PRICES (Mark-To-Model) DIRECTLY OBSERVED PEERING PRICING MODELS PRICES OTC PRICES QUOTED MARKET PRICES

The Illusion of Liquidity ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

The Big “De-leveraging” ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

The Future ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

CAP - Complex Asset Pricing ,[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Asset Coverage ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Asset Coverage ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Data ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Models ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Pricing Frequency ,[object Object],[object Object],[object Object],[object Object],pricing service

Solution ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],pricing service

Price Challenge ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],The purpose of a Price Challenge is to understand the origin of a difference between pricing sources The Price Challenge allows you to act based on reliable information pricing service

Price Challenge ,[object Object],[object Object],[object Object],[object Object],[object Object],Clients need to access the underlying data and models to set up the escalation process pricing service

Price Challenge GUI pricing service

Price Challenge Output pricing service

Transparency ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Production of documentation for all third parties involved pricing service

Transparency ,[object Object],[object Object],[object Object],[object Object],In case of further issues with the OTC counterparty, a direct access to a Quant Desk is provided pricing service

The Price Challenge Process Access web transparency procedure ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Client still troubled Support Level 2 / 3 Troubled Client - Support Level 1 * Excel Simulation * Quants Advice pricing service

Pricing Service Demonstration StatPro Pricing Service is built for Independancy Transparency Coverage pricing service

Thank You Dario Cintioli – Global Head of Risk StatPro Group Carsten Steimer – Geschäftsführer StatPro (Deutschland) GmbH

The Crisis And The Future Of Valuations

Recomendados

Recomendados

Más contenido relacionado

La actualidad más candente

La actualidad más candente (12)

Destacado

Destacado (6)

Similar a The Crisis And The Future Of Valuations

Similar a The Crisis And The Future Of Valuations (20)

Último

Último (20)

The Crisis And The Future Of Valuations