Independent OTC Valuation Services

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.

OTC Valuation

Fixed Income
– Fixed Rate Coupon Bond
– Zero Coupon Bond
– Commercial Paper
– Promissory Note
– Callable/Puttable Fixed Rate Bond
– Callable/Puttable Zero Coupon Bond
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

Within Profidata Group a full pricing service is available that is provided with our sister companies Profidata Managed Solutions and abraxas. This service delivers validated prices for quoted assets as well as OTC assets. While Arkus provides the OTC pricing, the colleagues from Profidata Managed Solutions manages the infrastructure and interfaces with the data providers and abraxas chips in their state of the art price validation software “RiskLine”.

Contact

Managing Director

Andrea Brevi

andrea.brevi@arkus-fs.com

+352 621 533 687

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General Enquiry

info@arkus-fs.com

T : + 352 42 26 11 111

F : + 352 42 26 399

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