Valuation & Pricing

CloudRisk provides valuations and risk advisory for a wide range of asset classes:

  • Structured Credit (CDO, CLN, CDS, NthToDefault, CDS and Index Options etc.)
  • Equities (Futures, Exchange Traded Options on Indices and on Futures etc.)
  • Interest Rates (Bonds, Swaps, Caps/Floors, Swaptions).
  • FX Products (Forwards, Options, Swaps)
  • Commodities (Swaps, Options, Futures, Notes)

Our services are in daily use by Hedge Funds, Asset Managers and Banks for hedging, price validation, risk monitoring and management, customer and regulatory reporting and price disputes. We provide our services on a subscription basis and as one-off pricing and risk analysis of deals or portfolios.

CloudRisk helps Asset Managers, Hedge Funds, Algorithmic Trading companies and other investment entities to develop bespoke valuation models, perform model validation and model optimisation of algorithmic trading strategies. We focus on providing our customers with accurate and leading edge quantitative models, capable of capturing the finer market details and correctly representing the observed dynamics of the underlying asset.

The Result You Can Expect

Accuracy

Utilizing the most sophisticated and advanced model library, we are able to capture any derivative instrument regardless of its complexity and structure with exceptional accuracy and precision

Scalability

Clients do not have to worry about growing their number of holdings as the system capabilities can accommodate (almost) infinite number of instruments

Transparency

Our “No Black Box” approach gives freedom to choose the best fitting model

Why Us?

What we offer is a managed service. We do what is necessary on behalf of our clients, from market data procurement to payoff modelling and every other operational aspect involved. Thus, there is no need for our clients to devote people internally nor to acquire any additional knowledge, skills or complicated systems. Key personnel dependencies and exposures are minimized which also reduces the overall operational expenses.

Benefits:

  • Optimization of operational risks and costs. No need to devote people internally or to acquire any additional knowledge, skills or complicated systems.
  • Price justification – We provide clients with thorough investigations and justification of the provided data when there is an unusual or suspicious price move. We also help them in price challenge resolutions and disputes with brokers and counterparties, when necessary
  • Freedom to choose from variety of options to pick the one that serves best your purposes
  • Testing strategies in real-life market conditions before applying them. Testing the effect of a portfolio addition before the actual purchase of the instrument
  • Understanding and managing the counterparty credit risk and its impact on pricing
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