SuperDerivatives unveils eValueX
First Published 16th April 2012
SuperDerivatives introduces multi-asset portfolio valuation platform eValueX
London - SuperDerivatives (SD), the derivatives benchmark and multi-asset front office solutions provider, has announced the launch of the eValueX platform for on-demand derivatives revaluation.
The multi-asset platform, aims to allow institutions to manage the entire derivatives valuation workflow from file upload to valuation retrieval and to view the market data used in the calculation of each trade, including curves, dividends and volatility surfaces. Direct connection to the SDX front office platform for further investigation, scenario analysis and remediation will also be enabled.
Robert Casillas, Vice President of Derivatives Operations at Northern Trust comments: "The Dodd-Frank regulatory changes are putting greater demand on maintaining margins and requiring portfolio managers to re-evaluate their risk structures, and clients have been putting a higher premium on transparency from their custodians and investment managers to meet these new challenges. eValueX is a powerful tool that provides the level of trade analysis clients have been requesting. Its simple-to-run valuations compare and explain the differences analytically by looking at the models' underlying data."
Yuval Levy, SD's chief technology officer, comments: "eValueX gives market participants the control to access key data points in their portfolios throughout the trading day. The system offers practically unlimited coverage of assets and derivative products including hybrids in currencies, fixed income, credit, equities, commodities and energy and is powered by our award-winning market data and analytics. This ensures snapshots genuinely reflect the interdealer market."


