Market Data
tpInformation Content
Global Data Coverage and Content pdf
Reference and Valuation
Mark2Marker®
Independent pricing, mark-to-market end-of-day and intra-day valuation, risk management and compliance brochure pdf
Historical Data
tpInformation has been archiving price data for many years. This historical data is now available in either end-of-day or intra-day formats and will make the purchase of historical data quick, simple and convenient. Visit www.tphistory.com
Case Study
Valuation Services
The use of OTC derivatives has grown significantly over the last few years, as has the requirement for greater operational resources to support these complex instruments. A leading global OTC derivatives valuation service utilises Tullett Prebon’s pricing in its proprietary models enabling the company to offer portfolio valuation services across a number of products. The services span the full range of asset classes, including interest rates, credit, foreign exchange, equity and inflation-linked products to complex exotic and hybrid structures.
Risk Management
With the expansion of risk management processes has come the widening of the requirements for risk management systems. A European-based global asset manager uses Tullett Prebon’s volatility surfaces and has them delivered on an end-of-day basis. The pricing employed includes out-of-the-money Swaptions (Volatilities, Premiums and Strike Prices), Caps and Floor Surfaces, across a range of currencies used in the asset manager’s core risk applications.
