Derivative Partners

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.