Pay-per-View

Benefits of Pay-Per-View for trading desks

The quality of your investment strategies stands and falls with the quality of your pricing source. As a trader Pay-Per-View broadens with tradeable prices and close-to-market indications your investment horizon.

• Real market prices from actual trading activities of over 2,800 floating rate notes
• High liquidity transparency through the over 15 years of continuously growing price and spread histories
• Current single issuer specific credit curves in all currencies
• Analysis of the secondary market as well as placing of orders in line with prevailing market rates
• Asset allocation and comprehensive market overview according to country and industry
• Asset and liability management in real time
• Evaluation of illiquid papers and/or inclusion of your private placements into our database
• Intermarket and/or correlation analysis between the segments fixed bonds, CDS and floating rate notes

Benefits of Pay-Per-View for Risk Management

Analyse credit spreads now with even greater market depth and breadth. Pay-Per-View supplies reliable floater prices for your market risk control and your internal quality assurance processes and can be easily integrated in your current systems:

• Historical and current data as well as time series (tabular and visual)
• Evaluation of credit risks
• Credit risk management by using credit risk models either on an index level or based on specific bonds
• Correlations analysis of individual bonds among each other as well as against the complete portfolio
• Current and historical calculation of the value-at-risk
• Input for Monte Carlo Simulations and Stress Testings
• Market risk assessment for liquidity and credit risk in the secondary market
• Data basis for internal and external market risk reportings and for your profit and loss account
• Control of adherence to prevailing market prices of investment securities holdings
• Consulting services for pricing and market risk systems
• Unique price provider for MiFID-guidelines