Derivatives Studio
Derivatives Studio, originated from IHS Markit, provides clients with on-demand, independent, and high-quality derivative valuations. Valuations are available across multiple instrument types and asset classes encompassing: credit, equities, rates, foreign exchange, and commodities. Our interactive and intuitive calculator serves as a robust tool for price discovery, comparing valuations from various counterparties and brokers, inputting trade details for portfolio valuation, and conducting in-depth analyses of inputs and snap times. Clients can also leverage Derivatives Studio to conduct valuation scenario analysis, as well as historical valuations, facilitating informed decision-making processes.
Drawing upon inputs from a wide array of reputable sources, including over 30 market makers, 4 major interdealer brokers, and 25 exchanges, the platform generates high accuracy independent valuations for both liquid and illiquid instruments. In addition, a team of derivatives experts spanning client service teams, product specialists, and quantitative analysts are available to provide support and timely issue resolution, and address any queries or concerns that may arise, ensuring a seamless client experience.
Service Provider Information
Key Information
Use Cases
The S&P Derivatives Studio offers a range of versatile use cases tailored to
meet the diverse needs of its clients:
- Pre-Trade Verification: Traders and investors can use the Derivatives Studio to verify the valuations of OTC derivatives before executing trades. This ensures that they are getting fair and accurate pricing, helping to minimize the risk of overpaying or entering into unfavorable positions.
- Analysis for Valuations with Market Data Adjustments: This feature is valuable for assessing the impact of changing market conditions on derivative valuations, enabling users to make more informed trading decisions.
- Bespoke Valuation for Ad hoc Usage: This flexibility allows users to quickly and accurately assess the potential value of various derivative instruments, and different valuation input changes, supporting agile decision-making.
- Audit Support: The Derivatives Studio serves as a reliable source for audit purposes, providing transparent and independent valuations of OTC derivatives.
Benefits
You can gain access to:
- Access to High-Quality Data: Users of the Derivative Studio can leverage S&P's high-quality derivatives data, ensuring reliable and accurate valuations. This access to robust data sources enhances the credibility and integrity of the valuation process, instilling confidence in the results generated by the platform.
- On-Demand Valuations: Users have the flexibility to obtain valuations on-demand, enabling them to quickly assess the value of their derivative positions whenever needed. This real-time access to valuation data supports agile decision-making and allows users to respond promptly to market changes or trading opportunities.