Pricing and Risk Data Solutions

Market risk calculations, whether executed by enterprise software or desktop analysis, require dependable high-quality data.

Asset Control has been designed to provide the consistent, cleansed pricing data required as risk factor inputs in any market risk calculation. Through its range of off-the-shelf interfaces to all major data vendors, Asset Control can collect data at any frequency including, end-of-day, via multiple snapshots during the day or in real-time. By utilizing time-series consolidation and a library of cleansing rules, data from multiple vendors or brokers can be combined into clean, reliable pricing data. From these time-series, risk factors can be derived via Asset Control’s AC Contour calculation library for correlation and var-covar matrices, standard curves and volatilities. The time-series repository and the calculation library can also be used for market conformity checks. 

For more information on Asset Control's pricing and risk data solutions, visit the Resources section of our website or click on the link below.

AC PriceMaster Datasheet (pdf 332 Kb)
AC Contour White Paper