Pricing Partners adds tools for ABS valuation

Paris-based Pricing Partners, an independent valuation provider and specialist in mathematical models and analytics for derivatives and structured products, has developed a number of new tools for ABS valuation. These tools have been incorporated to strengthen the credit module of the Pricing Partners libraries, allowing users to value similar or derived products like CDOs of ABS and RMBS. According to Pricing Partners, within this new framework users can take into account both the pre-payment r

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: