As regulatory pressure continues to grow for all market stakeholders, Arkus has decided to leverage on its vast experience with asset valuation models and pricing functions for developing an OTC valuation service. The models used are state of the art pricing models for standard OTC assets, but also customized modelling is possible for bespoke assets.
The input data can be shared either entirely or on a sample basis with our clients. This enables the user to verify the delivered prices and also to document the relevant oversight. To this end, the system documentation and the models used is available to our customers, as well.
Fixed Income | – Fixed Rate Coupon Bond – Zero Coupon Bond – Commercial Paper – Promissory Note – Callable/Puttable Fixed Rate Bond – Callable/Puttable Zero Coupon Bond |
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Options | – European – American – Bermuda – Exotics (Bonus, Multi-Reverse, Barrier Convertible, etc.) |
Forwards | – Equity Forwards – FX |
Swaps/Swaptions | – Total Return Swaps – Interest Rate Swaps – Credit Default Swaps |
Swaptions | – Interest Rate Swaption – Single Name Credit Default Swaptions |
Managing Director
Andrea Brevi
andrea.brevi@arkus-fs.com
+352 621 533 687
General Enquiry
info@arkus-fs.com
T : + 352 42 26 11 111
F : + 352 42 26 399
5 Rue Gabriel Lippmann
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London
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