Asset Classes

Mellon offers OTC valuation service to institutional clients

Mellon Financial Corporation has introduced an independent, over-the-counter derivative (OTC) valuation service for a range of swaps and options to institutional clients. Mellon will provide these valuations through third-party vendors, at the direction of the institutions in question.

SuperDerivatives releases a new version of its SD-IR options and structured products platform

SuperDerivatives, a provider of option pricing, independent revaluation, trading and risk management systems, has released a new version of SD-IR", its interest rate options and structured products platform. The enhancements made to the system are based on feedback from clients worldwide in banks, hedge funds, asset managers and corporations.

Block-FX-trading platform created in response to client demand

"Over the last two years we've observed that there is a great need for an electronic platform that supports the trading of large blocks of foreign exchange (FX)," says Vijay Kedia, president and CEO, FlexTrade. FX-trading is still conducted over the telephone, which makes it prone to information leakage, says Kedia. "

European Exchange launched for structured products

Swiss Stock Exchange Services (SWX Group) and Deutsche Borse today combined their trading facilities in structured products. The supervisory board of Deutsche Borse and the federal cartel office (Bundeskartellamt) have given their approval for the partnership to go ahead. Contrary to previous announcements, the new c

Compliance technology market will be worth $1.16 billion by 2009, says celent

Celent predicts that the operational risk and compliance market will grow to $1.16 billon by 2009. Risk-driven regulatory initiatives, like Basel II and the Sarbanes-Oxley Act, have significant momentum and are giving rise to new operational risk management practices, says the consultant.

Expect growth in size, type and trading and settlement efficiency in CDS markets in 2007, but watch out for private equity financing, says GFI Group

In 2007 credit derivatives markets will continue to grow in terms of outstandings, and in the range of instruments on which they are based, but look out for the impact of private equity financings on credit quality. These were chief among the conclusions of an OTC derivatives media briefing hosted by GFI Group - an inter-dealer broker specializing in OTC products - in New York City shortly before Christmas.

Grant Thornton Greece expands use of SuperDerivatives OTC derivative valuation service

OTC derivative valuations vendor SuperDerivatives says that Grant Thornton Greece has licensed a comprehensive set of its tools, including all of its option pricing and analytics platforms. It will serve as the basis for the firm's audit work surrounding IAS39, IFRS 7and UCITS III and in preparation for the MiFID regulations.