Comprehensive pricing and valuation methodologies
VALUE is a proven solution for valuation of all types of assets and derivatives, whatever your investment strategy. VALUE gives a real edge in the management of listed and OTC derivatives, as well as complex and exotic products. Asset managers can rely on Sophis, the leading specialist, to handle everything from simple equity and fixed income cash instruments to the full set of derivatives in equity, interest rates, credit, FX and commodities for more complex strategies. Users can evaluate all assets via in-built advanced valuation methods, monitor P&L in real time with marked-to market and theoretical valuation and analyse the history and variation of P&L and NAV.
Key Benefits
- Cross asset valuation of all types of derivative, exotic and structured products.
- Every product managed in VALUE includes a powerful pricing method developed by Sophis' quantitative team.
- Each model is breakable and customisable at each level of the pricing chain enabling clients to have an advanced pricing method approved by the market as an off-the-shelf solution.
- Unlimited model and instrument customisation with Sophis' toolkit.
Learn more about our asset class coverage
Recognition
| "Other asset managers have systems they try to make work for derivatives. Sophis was originally created for that."
Gary Topp, Director, Nomura International |
Read our case study
| Anthos Asset Management upgrades its fund management activity to a centralised front-to-back system with Sophis VALUE |
