Adaptive Structured Note Pricer
The Structured Note Pricer brings transparency and analytically rigorous valuation to opaque structured and equity-linked notes by leveraging liquid options market data. Essential for buy-side portfolio management, margin lending, and performance reporting, the Pricer also serves issuers as a robust third-party risk management tool and product validation service.
Best-in-Class Analytics to Improve Price Transparency
Adaptive’s Structured Note Pricer delivers best-in-class analytics to improve price transparency. By leveraging decades of mathematical finance research on derivatives pricing, these comprehensive risk analytics automate & streamline “mass” personalization of structured note solutions for individual investors, as well as fostering large-scale implementation in dedicated structured note portfolios for institutions, including mutual funds & ETFs.
• Structured Notes Analytics Service. Deliver nightly “mark-to-market” economic value of structured notes & analytics (aka “greeks”), based on best-in-class mathematical & numerical pricing models calibrated with observable market data.
• Structured Notes Manager & Advisor Dashboard. Interactive features include the analysis of existing & pro forma structured notes or variable prepaid forwards (VPF) in the context of clients’ holistic portfolio holdings.
• Enterprise CIO Dashboard. Proactive scanning of client portfolios for structure note or VPF opportunities, including concentrated equity positions. Supports API integration with enterprise client systems & advisory platforms.