Prism Valuation's philosophy is best captured by the phrase, 'People - Data - Models’. Our detailed attention to each of these important components forms the foundation of our independent and reliable valuation services.

Knowledgeable and Experienced People

The extensive Front Office heritage of our core group of experienced traders and quants gives us the market insight to appreciate the intricacies of even the most obscure structured products. The strong academic credentials of our people give them the ability to exploit the most effective calibration and modelling techniques used in the market to value structured products.

Independent and Reliable Data

Prism Valuation has formed a series of strategic data partnerships that provide independent and reliable underlying market data used to calibrate valuation models:

• Interactive Data for privileged access to bond data, evaluations and pricing from the world’s exchanges

• ICAP the premier inter-dealer derivatives broker for underlying market data, including generally hard-to-obtain market data (ICAP also have a minority stake in Prism)

• GFI, a leading inter-dealer broker for credit data

Accurate and Tested Models

Our underlying mathematical modelling framework is based upon Numerix, the industry-standard provider of valuation models software. The underlying numerical procedures inherent in Numerix financial modelling software have been extensively vetted by many market participants. Using Numerix foundation numerical models, Prism quants develop and extensively test all deal pricers utilizing state-of-the-market modelling techniques.