• Prism Valuation provides the highest quality independent OTC derivative and structured product valuation and risk analysis services

    Fixed Income | Inflation | FX | Equity | Commodity | Fund | Credit | Custom Indices

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  • Our process synthesizes three key elements

    Knowledgeable and experienced people | Independent and reliable data
    Accurate and market-benchmarked models

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  • OPTIC – your web portal offering immediate access to your portfolio, encompassing a suite of useful tools for risk management, finance and operations

    Web Access | Hands-on portfolio management | Deep Analytics

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  • ReliabilityReliability

    Reliability and experience

    • Long established: Providing valuation and risk analysis services since 2006.
    • Front office experienced people with wide knowledge of valuing deals from the vanilla to the complex.
    • With a track record serving a significant, blue-chip global client base with diverse requirements.
  • IndependenceIndependence

    Independence and objectivity

    • Truly independent - not associated with any bank or dealer.
    • Market data sourced directly from independent inter-dealer brokers, global exchanges and major market data vendors.
    • Industry proven models and analytics.
  • TransparencyTransparency

    Transparency and support

    • Valuation model methodologies, calibration processes, inputs and assumptions are fully available to clients.
    • Comprehensive valuation support and challenge process, any issues are investigated and resolved quickly.
    • Full risk analysis of deal valuations available including all cash-flows, day-over-day attribution, relevant market data, sensitivities, and scenario analysis.
  • CoverageCoverage

    Coverage and flexibility

    • Wide coverage of vanilla and complex assets, full spectrum of underlyings.
    • Multiple market data snap times in line with major market closes or bespoke snaps as required by clients.
    • Flexible data transfer of deal terms (Murex/Summit/Calypso system files, Prism templates, deal term sheets), and flexible results file format options(XML, CSV, FpML,…)
  • EfficiencyEfficiency

    Increased efficiency and cost savings

    • Access to OPTIC, Prism Valuation’s web portal allowing on demand revaluations, challenges, deal booking analysis tools and valuation support.
    • Instantly comply with regulator, auditor, or investor demands for valuation transparency and risk analysis.
    • Track portfolio composition, changes, trade modifications, and other relevant KPIs using advanced custom filter tools.
  • NewsNews

    News and events

    Keep up-to-date with what Prism Valuation is up to as well as the latest news from the world of valuations and risk analysis.

    Get the news now

  • Reliability

    Reliability and experience

    • Long established: Providing valuation and risk analysis services since 2006.
    • Front office experienced people with wide knowledge of valuing deals from the vanilla to the complex.
    • With a track record serving a significant, blue-chip global client base with diverse requirements.
  • Independence

    Independence and objectivity

    • Truly independent - not associated with any bank or dealer.
    • Market data sourced directly from independent inter-dealer brokers, global exchanges and major market data vendors.
    • Industry proven models and analytics based on Numerix.
  • Transparency

    Transparency and support

    • Valuation model methodologies, calibration processes, inputs and assumptions are fully available to clients.
    • Comprehensive valuation support and challenge process, any issues are investigated and resolved quickly.
    • Full risk analysis of deal valuations available including all cash-flows, day-over-day attribution, relevant market data, sensitivities, and scenario analysis.
  • Coverage

    Coverage and flexibility

    • Wide coverage of vanilla and complex assets, full spectrum of underlyings.
    • Multiple market data snap times in line with major market closes or bespoke snaps as required by clients.
    • Flexible data transfer of deal terms (Murex/Summit/Calypso system files, Prism templates, deal term sheets), and flexible results file format options(XML, CSV, FpML,…)
  • Efficiency

    Increased efficiency and cost savings

    • Access to OPTIC, Prism Valuation’s web portal allowing on demand revaluations, challenges, deal booking analysis tools and valuation support.
    • Instantly comply with regulator, auditor, or investor demands for valuation transparency and risk analysis.
    • Track portfolio composition, changes, trade modifications, and other relevant KPIs using advanced custom filter tools.
  • News

    News and events

    Keep up-to-date with what Prism Valuation is up to as well as the latest news from the world of valuations and risk analysis.

    Get the news now

About

Knowledgable and experienced people

The extensive Front Office heritage of our core group of experienced people (all former traders and quants) gives us the critical market insight to appreciate the intricacies of even the most complex Structured Product or the illiquid OTC derivative. The strong academic credentials of all of our people—most with PhD’s or Master’s Degrees in Science, Math or Engineering—allow us to utilize the most sophisticated modelling techniques used by market participants. We have extensive experience delivering quality valuations reliably with full transparency and support to a global client base.

Experience matters when providing quality valuation services

  • Keldon DrudgeKeldon Drudge

    Keldon Drudge Founding Partner and CEO

    Keldon has a PhD in Mathematics (University of Western Ontario 1998) and a Masters in Financial Mathematics (Waterloo 2001) with 5 years experience as a Front Office Derivatives Quant (Toronto Dominion Securities London). He is currently an Adjunct Professor in the Department of Statistics and Actuarial Sciences at the University of Waterloo.

  • Greg CrippsGreg Cripps

    Greg Cripps Founding Partner and President

    Greg has a PhD in Nuclear Engineering (McMaster 1993) and more than 12 years Front Office experience as a Trader/Structurer of complex derivatives (Toronto Dominion Securities London, Citibank London, and Citibank Toronto).

  • Mike CareyMike Carey

    Mike Carey Chief Operating Officer

    Mike has a PhD in Physics (Duke University 2000) and 5 years of experience as a Front Office Derivatives Quant (Toronto Dominion Securities London and Toronto).

  • Peter ArbergPeter Arberg

    Peter Arberg Head of Business Development

    Peter has a PhD in Physics (McMaster University 1995) and more than 10 years’ experience in investment banking (Coventree Capital, Manulife, Royal Bank of Canada).

  • Peter De WinterPeter De Winter

    Peter De Winter Founding Partner and Director, Australasia

    Peter has more than 20 years of experience in investment banking (Toronto Dominion Securities London, Tokyo, Singapore and Australia).

  • Martin WaringMartin Waring

    Martin Waring Chief Strategy Officer

    Martin has a PhD in Physics (State University of New York at Stony Brook 1994) and more than 12 years trading and risk management experience in investment banks (Toronto Dominion Securities London, BNP Paribas London, Banque Paribas New York and Bankers Trust New York).

Experience matters when providing quality valuation services

  • Keldon Drudge Founding Partner and CEO

    Greg Cripps Founding Partner and President

    Mike Carey Chief Operating Officer

    Peter Arberg Head of Business Development

    Peter De Winter Founding Partner and Director, Australasia

    Martin Waring Chief Strategy Officer

  • Keldon has a PhD in Mathematics (University of Western Ontario 1998) and a Masters in Financial Mathematics (Waterloo 2001) with 5 years experience as a Front Office Derivatives Quant (Toronto Dominion Securities London). He is currently an Adjunct Professor in the Department of Statistics and Actuarial Sciences at the University of Waterloo.

  • Greg has a PhD in Nuclear Engineering (McMaster 1993) and more than 12 years Front Office experience as a Trader/Structurer of complex derivatives (Toronto Dominion Securities London, Citibank London, and Citibank Toronto).

  • Mike has a PhD in Physics (Duke University 2000) and 5 years of experience as a Front Office Derivatives Quant (Toronto Dominion Securities London and Toronto).

  • Peter Arberg has a PhD in Physics (McMaster University 1995) and more than 10 years’ experience in investment banking (Coventree Capital, Manulife, Royal Bank of Canada).

  • Peter De Winter has more than 20 years of experience in investment banking (Toronto Dominion Securities London, Tokyo, Singapore and Australia).

  • Martin has a PhD in Physics (State University of New York at Stony Brook 1994) and more than 12 years trading and risk management experience in investment banks (Toronto Dominion Securities London, BNP Paribas London, Banque Paribas New York and Bankers Trust New York).

Independent and
reliable data

The foundation of any valuation is independent market data. We obtain market data directly from reliable and unbiased sources including more than 50 Exchanges world-wide.

Our computational framework uses benchmarked implementations of market standard financial models. Models available include:

  • Black-Scholes
  • Hull-White
  • Black-Karasinski (BK)
  • Shifted-BK
  • Libor Market Model (LMM)
  • BGM
  • Longstaff-Schwartz
  • Jarrow-Yildirim Inflation Model
  • Inflation Market Model (IMM)
  • SABR
  • Heston
  • Dupire
  • Bates Stochastic Volatility Model
  • Local Volatility Model
  • Local Intensity Model
  • Multi-factor Models
  • Monte Carlo Simulation
  • PDE
  • Lattice
  • Binomial / Trinomial Trees
Services
  • An overview of Prism Valuation services

    Independent, reliable, transparent valuations and related services

    Prism Valuation offers accurate and comprehensive independent valuation and risk analysis services for OTC Derivatives and Structured Products to financial institutions to aid in regulatory compliance (Dodd-Frank, EMIR etc.), and improve understanding of risk.

    Prism Valuation is not affiliated with any Structured Products or OTC Derivatives dealers and is therefore able to offer truly independent valuation analysis. We collect, analyze and filter all of our market data exclusively from inter-dealer brokers and other independent data vendors. In addition, we have all the financial tools accessible to a Structured Products/OTC Derivatives dealer; hence we are able to value and provide risk analysis of any transaction where underlying data is available, ranging from the most vanilla to the most exotic deals and one-off structures that are found in the market.

    Deal details can be added to our regular valuation process via our simple and straightforward deal entry templates or via system files (e.g. Summit, Murex, Calypso or any other deal booking system). Delivery of valuation results is provided via dedicated secure FTP sites or through customer account login into OPTIC our client web portal, allowing direct analysis and control of the valuation portfolio.

  • Independent valuations and transparency reports

    In order to have full transparency, our valuation service includes very detailed reports on the entire valuation process, including such relevant information as:

    • Required underlying market data — what is essential?
    • Model and calibration choices, along with reasons behind the choices, including details on determination of any model parameters which are not directly calibrated to market data — what is prudent?
    • Primary and secondary sensitivities — what is important?

    All our valuations may be challenged when differing deal prices arise. We ensure that our customers have confidence and peace-of-mind that any differences are explained thoroughly and consistently.

  • Training

    Prism Valuation offers financial markets training services on topics covering practical knowledge of financial markets (bonds, equities, credit) and financial derivatives including exchange traded derivatives, OTC derivatives and structured notes. The courses are targeted to derivative analysts in the middle and back office and are designed to impart a practical knowledge of financial markets and derivatives leveraging Prism Valuation's real market experience in these areas. The courses cover all underlying asset markets: Foreign Exchange, Equity, Interest Rates, Inflation and Credit and included discussions on a complete range of products from the most basic to exotic.Upon completion of the courses the participant will have an understanding of markets and understand how different products are used. Previous participants have said "The material was relevant to my job/career" and "Coverage of key product information that is good for the derivative operations team to know". Other specific training can be arranged upon request.

    Litigation and Expert Witness services

    Prism Valuation provides support at all stages of litigation involving derivatives and structured products. We have direct experience in litigation support including providing written testimony, critiquing of expert witness reports and presentation of testimony in court including cross examination of evidence.

    Model Validation

    Prism Valuation provides model and valuation process validation services for customers needing a second independent judgement of key parts of their valuation framework. Model Validation services include the following two tasks:

    • Examination of proposed modelling methodologies, both for appropriateness of methodological approach used (in particular, commenting on whether the methodology adequately addresses the underlying market risks in the structures and is consistent with market best practice) and for correctness of implementation.

    • Benchmarking of models used for pricing against Prism models, using either deals in client’s own portfolio or deals for which Prism currently provides valuations to other market participants (or both), and using market data provided by client or Prism’s independently sourced data (or both). In either case, commentary can be provided on how well a proposed model compares to marks of market participants on particular valuation dates.

    Valuation Process Validation services are typically structured as an audit of clients’ processes for market data capture and validation, and deal capture, validation and valuation, and can include advising on most appropriate market data sources, instruments used to define curves, and so on.




  • OPTIC

    Our Valuation Workflow Tools can be accessed via our web portal allowing direct access to the valuation portfolio. Useful middle and back office tools available include the ability to:

    • Upload new trades to valuation portfolio in a templated format.
    • Upload new trades to valuation portfolio via supplied confirms or other deal documentation.
    • Request historical revaluations for deals currently in the valuation portfolio.
    • Obtain enhanced valuation reporting: market data, cash flow information and sensitivities.
    • Access booking and valuation reports (current or historical).
    • View and log Valuation Challenges.
    • Define arbitrary modifications to the deals in a test environment and request revaluation.
    • Track changes in production deal setup through time via a side by side display of trade bookings
      at distinct points in time, with all changes highlighted.
    • Create “test” modifications of trades in valuation portfolio and examine impact of changes
      to bookings on valuations and ancillary data.
    • Allow submission of feedback and direct access with Prism analysts.
    • Create custom reports based on defined sub-portfolios for KPI tracking
    • Request valuations for defined sub-portfolios.
  • An overview of
    Prism Valuation
    services

    Independent
    valuations and
    transparency reports

    Training and consulting

    OPTIC - valuation portal





















  • An overview of Prism Valuation services

    Independent, reliable, transparent valuations and related services

    Prism Valuation offers accurate and comprehensive independent valuation and risk analysis services for OTC Derivatives and Structured Products to financial institutions to aid in regulatory compliance (Dodd-Frank, EMIR etc.), and improve understanding of risk.

    Prism Valuation is not affiliated with any Structured Products or OTC Derivatives dealers and is therefore able to offer truly independent valuation analysis. We collect, analyze and filter all of our market data exclusively from inter-dealer brokers and other independent data vendors. In addition, we have all the financial tools accessible to a Structured Products/OTC Derivatives dealer; hence we are able to value and provide risk analysis of any transaction where underlying data is available, ranging from the most vanilla to the most exotic deals and one-off structures that are found in the market.

    Deal details can be added to our regular valuation process via our simple and straightforward deal entry templates or via system files (e.g. Summit, Murex, Calypso or any other deal booking system). Delivery of valuation results is provided via dedicated secure FTP sites or through customer account login into OPTIC our client web portal, allowing direct analysis and control of the valuation portfolio.


  • Independent valuations and transparency reports

    In order to have full transparency, our valuation service includes very detailed reports on the entire valuation process, including such relevant information as:

    • Required underlying market data — what is essential?
    • Model and calibration choices, along with reasons behind the choices, including details on determination of any model parameters which are not directly calibrated to market data — what is prudent?
    • Primary and secondary sensitivities — what is important?

    All our valuations may be challenged when differing deal prices arise. We ensure that our customers have confidence and peace-of-mind that any differences are explained thoroughly and consistently.


  • Training

    Prism Valuation offers financial markets training services on topics covering practical knowledge of financial markets (bonds, equities, credit) and financial derivatives including exchange traded derivatives, OTC derivatives and structured notes. The courses are targeted to derivative analysts in the middle and back office and are designed to impart a practical knowledge of financial markets and derivatives leveraging Prism Valuation's real market experience in these areas. The courses cover all underlying asset markets: Foreign Exchange, Equity, Interest Rates, Inflation and Credit and included discussions on a complete range of products from the most basic to exotic.Upon completion of the courses the participant will have an understanding of markets and understand how different products are used. Previous participants have said "The material was relevant to my job/career" and "Coverage of key product information that is good for the derivative operations team to know". Other specific training can be arranged upon request.

    Litigation and Expert Witness services

    Prism Valuation provides support at all stages of litigation involving derivatives and structured products. We have direct experience in litigation support including providing written testimony, critiquing of expert witness reports and presentation of testimony in court including cross examination of evidence.

    Model Validation

    Prism Valuation provides model and valuation process validation services for customers needing a second independent judgement of key parts of their valuation framework. Model Validation services include the following two tasks:

    • Examination of proposed modelling methodologies, both for appropriateness of methodological approach used (in particular, commenting on whether the methodology adequately addresses the underlying market risks in the structures and is consistent with market best practice) and for correctness of implementation.

    • Benchmarking of models used for pricing against Prism models, using either deals in client’s own portfolio or deals for which Prism currently provides valuations to other market participants (or both), and using market data provided by client or Prism’s independently sourced data (or both). In either case, commentary can be provided on how well a proposed model compares to marks of market participants on particular valuation dates.

    Valuation Process Validation services are typically structured as an audit of clients’ processes for market data capture and validation, and deal capture, validation and valuation, and can include advising on most appropriate market data sources, instruments used to define curves, and so on.




  • OPTIC

    Our Valuation Workflow Tools can be accessed via our web portal allowing direct access to the valuation portfolio. Useful middle and back office tools available include the ability to:

    • Upload new trades to valuation portfolio in a templated format.
    • Upload new trades to valuation portfolio via supplied confirms or other deal documentation.
    • Request historical revaluations for deals currently in the valuation portfolio.
    • Obtain enhanced valuation reporting: market data, cash flow information and sensitivities.
    • Access booking and valuation reports (current or historical).
    • View and log Valuation Challenges.
    • Define arbitrary modifications to the deals in a test environment and request revaluation.
    • Track changes in production deal setup through time via a side by side display of trade bookings
      at distinct points in time, with all changes highlighted.
    • Create “test” modifications of trades in valuation portfolio and examine impact of changes
      to bookings on valuations and ancillary data.
    • Allow submission of feedback and direct access with Prism analysts.
    • Create custom reports based on defined sub-portfolios for KPI tracking
    • Request valuations for defined sub-portfolios.

Coverage

We have full coverage: Vanilla to complex, all currencies, all underlyings

The following lists are only a sampling of the types of deals for which Prism Valuation currently provides valuations to clients. Our flexible infrastructure allows us to handle most flavours of complex derivatives or assets and we are always adding new structures and market data to our capabilities.

  • Interest Rates

    Swap, FRA, NDF, swaption, cap/floor, basis swap, cross currency swap, bond forward, bond swap, bermudan callable, callable zero, callable inverse floater, callable range accrual, trigger swap, ratchet, callable CMS spread option, diff swap, quanto swap, variance swap, snowball, hybrid structures and many more.

    Currencies

    USD, EUR, JPY, GBP, CHF, DKK, NOK, SEK, CZK, PLN, HUF, RON, RUB, IRS, TRY, SAR, AED, MXN, CAD, BRL, ARS, COP, CLP, AUD, NZD, HKD, KRW, SGD, TWD, INR, MYR, THB, PEN, PHP, ZAR, RWF, NGN, GHS and others.

    Inflation

    Swap, inflation linked bond swap, cap, floor, swaption, hybrid structures and many more.

    Indices

    HICPxT, FRCPI, UKRPI, UKLPI, USCPI, AUCPI, ITCPI, GECPI, ZACPI, BRIPCA, BRIPGM, CLUFCPI and others.


  • FX

    FX forward, FX option, FX swap, FX Target Forward, FX Target Pivot, digitals, barriers, knock-outs, power reverse dual callable (PRDC), FX range accruals, FX baskets, rainbow option, FX variance swap, correlation option, hybrid structures and many more.

    Currency Pairs

    More than 100 FX crosses are covered.



  • Equities

    Total return swap, forward, call/put option, basket option, digitals/barriers/ knock-outs, cliquet, mountain range options (Himalaya, Altiplano, Everest…), Napoleon, reverse convertible, autocallable, variance swap, variance option, dispersion swap, CPPI, ASCOTS, hybrids and many more.

    Underlyings

    Euro Stoxx 50, S&P 500, DJIA, NASDAQ 100, FTSE 100, Nikkei 225, CAC, DAX, MIB, TOPIX, S&P/ASX 200, Hang Seng, S&P/TSX 60, all single stocks in these indices and others. Coverage of more than 50 global exchanges.

    Commodities

    Total return swap, forward, call/put option, baskets, hybrids and many more.

    Underlyings

    Gold, Silver, Platinum, Oil, Natural Gas, Copper, Nickel, Aluminium, Corn, Sugar, Wheat, Commodity Indices and many others.


  • Credit

    CDS, CDS index, corporate bond, credit linked note(CLN), CDS option, CDS index option, asset swap, equity default swap, constant maturity CDS, index tranche, bespoke CDO, CPDO, CDO^2, x2y to default, credit spread option, hybrids and many more.

    Underlyings

    Corporate CDS, All on and off the run corporate indices.


    Hedge Funds / Managed Funds /
    Custom Indices

    Baskets, CPPI structures and many others. We also provide calculations of Custom Indices.

    Underlyings

    Funds trading liquidly on Major Exchanges (NYSE, FTSE, Nikkei, CAC, DAX...) and indices with transparent underlyings.


  • Custom Indices

    Our extensive experience in valuation services allows us all the necessary data and expertise to value any nature of custom indices in a reliable and transparent fashion.

    Whether the custom indices are static, managed or based on algorithmic strategies (volatility, CPPI, futures rolls) or based on large multi-asset baskets, Prism Valuation is able to provide timely and reliable calculation services that are stringently bench-marked and back-tested incorporating all relevant corporate actions, basket weighting changes and futures rolls.

    Examples of some of the independent index calculations we provide:

    • Equity and Commodity Baskets with defined weightings,
    • Algorithmic Trading Strategies: e.g. Long-Short FX, Commodity, Equity basket based on volatility triggers,
    • CPPI type structures with triggered cap and downside protection,
    • Emerging Market Equities,
    • Bond Indices,
    • Managed Portfolios.


  • Interest Rates

    Swap, FRA, NDF, swaption, cap/floor, basis swap, cross currency swap, bond forward, bond swap, bermudan callable, callable zero, callable inverse floater, callable range accrual, trigger swap, ratchet, callable CMS spread option, diff swap, quanto swap, variance swap, snowball, hybrid structures and many more.

    Currencies

    USD, EUR, JPY, GBP, CHF, DKK, NOK, SEK, CZK, PLN, HUF, RON, RUB, IRS, TRY, SAR, AED, MXN, CAD, BRL, ARS, COP, CLP, AUD, NZD, HKD, KRW, SGD, TWD, INR, MYR, THB, PEN, PHP, ZAR, RWF, NGN, GHS and others.

    Inflation

    Swap, inflation linked bond swap, cap, floor, swaption, hybrid structures and many more.

    Indices

    HICPxT, FRCPI, UKRPI, UKLPI, USCPI, AUCPI, ITCPI, GECPI, ZACPI, BRIPCA, BRIPGM, CLUFCPI and others.


  • FX

    FX forward, FX option, FX swap, FX Target Forward, FX Target Pivot, digitals, barriers, knock-outs, power reverse dual callable (PRDC), FX range accruals, FX baskets, rainbow option, FX variance swap, correlation option, hybrid structures and many more.

    Currency Pairs

    More than 100 FX crosses are covered.



  • Equities

    Total return swap, forward, call/put option, basket option, digitals/barriers/ knock-outs, cliquet, mountain range options (Himalaya, Altiplano, Everest…), Napoleon, reverse convertible, autocallable, variance swap, variance option, dispersion swap, CPPI, ASCOTS, hybrids and many more.

    Underlyings

    Euro Stoxx 50, S&P 500, DJIA, NASDAQ 100, FTSE 100, Nikkei 225, CAC, DAX, MIB, TOPIX, S&P/ASX 200, Hang Seng, S&P/TSX 60, all single stocks in these indices and others. Coverage of more than 50 global exchanges.

    Commodities

    Total return swap, forward, call/put option, baskets, hybrids and many more.

    Underlyings

    Gold, Silver, Platinum, Oil, Natural Gas, Copper, Nickel, Aluminium, Corn, Sugar, Wheat, Commodity Indices and many others.


  • Credit

    CDS, CDS index, corporate bond, credit linked note(CLN), CDS option, CDS index option, asset swap, equity default swap, constant maturity CDS, index tranche, bespoke CDO, CPDO, CDO^2, x2y to default, credit spread option, hybrids and many more.

    Underlyings

    Corporate CDS, All on and off the run corporate indices.


    Hedge Funds / Managed Funds /
    Custom Indices

    Baskets, CPPI structures and many others. We also provide calculations of Custom Indices.

    Underlyings

    Funds trading liquidly on Major Exchanges (NYSE, FTSE, Nikkei, CAC, DAX...) and indices with transparent underlyings.


  • Custom Indices

    Our extensive experience in valuation services allows us all the necessary data and expertise to value any nature of custom indices in a reliable and transparent fashion.

    Whether the custom indices are static, managed or based on algorithmic strategies (volatility, CPPI, futures rolls) or based on large multi-asset baskets, Prism Valuation is able to provide timely and reliable calculation services that are stringently bench-marked and back-tested incorporating all relevant corporate actions, basket weighting changes and futures rolls.

    Examples of some of the independent index calculations we provide:

    • Equity and Commodity Baskets with defined weightings,
    • Algorithmic Trading Strategies: e.g. Long-Short FX, Commodity, Equity basket based on volatility triggers,
    • CPPI type structures with triggered cap and downside protection,
    • Emerging Market Equities,
    • Bond Indices,
    • Managed Portfolios.


Clients

Clients the world over trust Prism Valuation

Prism Valuation has over 100 end-user clients globally, subscribing to valuation and other services. Portfolio valuations are delivered monthly, weekly or daily as client requirements dictate. Valuations are delivered in various time windows including NY funds timeframe. Our client list includes Custodial Banks, Insurance, Asset managers, Pension Fund Managers, Mutual Fund Managers, Banks, National and Multi-National Development Banks and other government agencies, Law Firms and more.

Selected Clients

clientsclients

Testimonials

"Northern Trust's relationship with Prism allows us to provide valuations on the most complex derivatives to our client base globally. Prism sets a high standard for transparency and service."

Judson Baker

Senior Vice President
Northern Trust