Derivative Partners
Empower your advisers and achieve higher returns for clients.
Our structured products services teams have been providing information, tools, research and calculations for complex financial products for over 15 years. We provide the resources to help you manage derivatives and structured products efficiently, so you can effortlessly increase the quality of your advice and achieve better risk management. Our offering is designed to meet the needs of clients anywhere in the structured investment products value chain.
Benefits
Independence
Derivative Partners has no connection to any sell-side or buy-side parties, providing the required foundation for a trusted partnership in the structured products industry.
Transparency
Our models allow your advisers to share the latest product updates and insights with clients, manage their portfolios and provide premium advice with confidence.
Service model
Our services are highly scalable with a very fast time to market and our service model enables you to offer clients structured products without additional complexity.
Services in detail
Our extensive experience helps you navigate the world of structured products.
Independent valuation
We provide trust and transparency in the complex world of option-linked instruments. The heart of the solution is a market-leading pricing engine offering end-of-day instrument valuations and sensitivities, including net present value (NPV) of the composite, option and bond value, delta, gamma, vega, theta and rho, Value at Risk (VaR), expected time to maturity, barrier hit, autocall probability, breakeven, premium, moneyness, intrinsic value and time value. More key figures and calculations are available on request. Our solution provides the robust foundations for challenging an illiquid market, by getting fair values for illiquid instruments, as well as support for your market risk controlling in the handling of exotic instruments and compliance with regulations.
Key features
- Independent fair values and sensitivities for structured products
- Retrospective time series valuation with one year of historic input data
- Implied volatility surfaces, implied dividend objects, and implied forwards data available
CONNEXOR Data API
Together with our partner SIX Exfeed, we offer a web-based CONNEXOR Data API solution for structured products reference data and end-of-day key figures. All products traded on SIX, BX or DOTS can be looked up and a vast majority of the global CONNEXOR OTC product universe is available without restrictions as well.
Our straightforward Data API seamlessly provides the product data you request. Data API clients only pay for the products (ISIN) they actively request on a pay-per-use basis.
Users can download the reference data using the CONNEXOR XML schema or in JSON format. Data API users also have access to product event information including barrier knock, payment, redemption and early redemption.
In addition to this information, you can also subscribe to a specific product to receive updates of reference data and event information. The reporting feature enables you to track your data consumption in real time.
Key delivered data
- Full instrument reference data available in several data formats
- Event information about barrier hits, coupon payments, autocall events
- Built-in data consumption control and tracking mechanisms
Life cycle management
We offer comprehensive, independent and product-agnostic life cycle management including corporate actions, barrier hits and coupon payments designed to increase adoption of structured products in client portfolios. The solution allows you to actively manage your risk with timely alerts about potential asset events and access to data at any time via API or data export. Comprehensive coverage of products combined with independent and proactive risk management means your relationship managers and advisers can help clients with confidence.
The solution gives you fully flexible input and output data, alongside low setup costs and a shorter time to market. You can improve your overall advisory offering, while also increasing adoption of structured products in portfolios, leading to higher turnover and profits.
Key delivered data
- Event information about barrier hits, coupon payments, autocall events
- Probabilities of upcoming events and payments
- Yield figures for side yield, max yield, bonus yield and outperformance level
Market intelligence and customized reports
We make product data and turnover volumes available in a simple manner. We have built up an extensive product database for structured products and turnover figures. Our tool allows detailed queries and evaluations of the market for structured products. With our solution you can get full market insights to understand the latest market developments and trends. React to trends in a fast and precise manner and anticipate potential sales opportunities in underserviced product segments.
Structured products play a key role in risk management strategies. With customized reports, you can tailor your risk exposure according to their specific needs and risk appetite. The reports can be built to your exact specifications, displaying the information you need while omitting unnecessary data and ensuring that the report aligns with your specific risk management goals.
Swiss Derivative Map©
The Swiss Derivative Map defines all structured products categories and product types for a straightforward overview of the structured products domain. The map is produced and updated by the Swiss Structured Products Association (SSPA) in conjunction with SIX Swiss Exchange and Derivative Partners.
World of Structured Products
This 370-page book contains everything you need to know about structured products in Switzerland and the Swiss Derivative Map. Order it now directly from the SSPA.
CONNEXOR Data API
Find out more information and register for a 30-day free trial with fast setup so you can start accessing the data you need without delay.
Clients using this service
With 20 years of experience, we are a trusted partner for global investment banks, issuers of structured products, asset managers at private banks, insurance companies, exchanges and associations.
Want to learn more about Derivative Partners? Contact us today for further information on how we can make a difference to your business.