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This disclaimer governs your use of our website; by using our website, you accept this disclaimer in full. If you disagree with any part of this disclaimer, do not use our website. We reserve the right to modify these terms at any time. You should therefore check periodically for changes. By using this site after we post any changes, you agree to accept those changes, whether or not you have reviewed them.1. Rights to information published
The Prism Valuation Website (“Site”) contains proprietary information for assessment purposes only; except with the express written permission of Prism Valuation Inc., such information may not be published, disclosed to any third party, or used for any other purpose.
By using this site, you authorize Prism Valuation to use information you provide to personalize the information that we deliver to you. We may use your information when we calculate aggregated customer data. Prism Valuation may occasionally amend this policy. We suggest that you bookmark this page and check periodically to see if it has changed.2. Website content (quality, accuracy and use)
Data and information included in this valuation are for the sole use of the client and are not to be disseminated to outside parties except for the specific purpose of valuation of specified client deals, discussions with regulators and auditors. Any market data used in the valuations which is not explicitly given in the valuation report can be obtained from Prism Valuation, its regulator or auditors solely for the purposes of internal valuation on a request basis (i.e. no dissemination to counterparties either current or future or any other party). Prism Valuation will not divulge any of the deal data or deal valuations to anyone outside Prism Valuation without expressed written permission.
The term “Deal Valuation” (or simply “valuation” when referring to a specific deal) refers to the results of the synthesis of the following procedures: market data collection, appropriate model selection, calibration strategy identification and pricing algorithm generation. Each Deal Valuation represents the synthesis of these procedures which will emulate, as much as is possible, the likely processes of a dealer of structured products. While every effort is made to ensure that our methods are consistent with market best practice, Prism Valuation does not guarantee in any way that deal valuations generated using these processes will be the same or similar to those from actual dealers of the same or similar products.DISCLAMER
THE USER OF THIS WEBSITE ACKNOWLEDGES THAT A DEGREE OF UNCERTAINTY IN RESULTS IS UNAVOIDABLE IN THE PRACTICE OF DERIVATIVE SECURITIES VALUATION. THE INFORMATION CONTAINED ON THIS WEBSITE AND ANY RELATED COMMUNICATIONS DOES NOT CONSTITUTE AN ADVICE TO, OR VALUATION FOR THE PURPOSE OF, BUYING OR SELLING SECURITIES OR OTHER FINANCIAL INSTRUMENTS. IN NO EVENT SHALL PRISM VALUATION BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY FROM THE USE OF SAID INFORMATION, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.3. Limiting liability for viruses, damage and availability
Prism Valuation is committed to protecting our clients’ privacy. We will not collect any personal information from you that you do not volunteer and Prism Valuation remains the sole owner of all information collected on this site. Prism Valuation does not sell, share or rent this information to any other person in any way that we have not mentioned in this statement. We take all reasonable precautions to keep the information you disclose in your browsing. However, we are not responsible for any breach of security.4.1 Cookies Usage
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This is the entire agreement between the parties relating to the subject matter.
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This Prism Valuation Document is presented without any warranty, representation or undertaking and on the basis that Prism Valuation Inc. accepts no liability arising from any reliance placed upon it. Nothing herein is intended to constitute legal, tax or other professional advice.
20 Jun 2016
See us at our booth at the V-FI Europe Conference in London June 22-23
19 Jun 2016
This is an exciting opportunity for Prism as it opens new areas to expand and improve our valuation and analytics service for complex derivatives and structured notes.
Keldon Drudge, founder and CEO of Prism Valuation, said: “Markit’s scale and global reach will allow us to better support our customers and will also accelerate innovation and further development of our platform. Our shared focus on providing independent, high quality valuations will help firms comply with evolving regulatory requirements and satisfy investors’ risk management demands.”
20 Oct 2015
Prism Valuation is looking for a highly enthusiastic and talented person to fulfill a role as a software tester based in Toronto. They will be responsible to collaborate with testers and developers to design, implement, and execute test cases prior to releases into our in-house valuation and analysis infrastructure, as well as our client-facing web portal.
The ideal candidate is able to appreciate the balance between customer needs and business risks. Experience in an industry where managing these trade-offs regularly occur such as finance or health care is preferred.
- Good knowledge of at least one programming language
- Knowledge of Excel and/or VBA
- Experience in editing or writing effective documentation
- Experience in regression testing, functional testing and GUI testing.
- Experience with test case management, bug tracking software, and revision control systems.
For a full job description contact email@example.com
30 Sep 2015
Prism Valuation is pleased to be part of the panel session: Evolution of the IPV Desk. SCIs 8th Annual Pricing, Trading & Risk Seminar
26 Apr 2015
Prism Valuation is excited to be lead sponsor at the upcoming conference Asset Valuation for Buy Side Forms. For details see
Quote VIP code FKM62984PRISM for a discount when registering.
12 Apr 2015
There are several places in derivatives processing, trade entry and valuation where negative rates have the potential to cause serious difficulties. In addition, many standard pricing models simply do not allow the possibility of negative rates and must be modified or replaced in this environment.For the full paper please send a request to firstname.lastname@example.org
16 Feb 2015
We have updated our white paper On Structured Note Valuations to include a section on "P&L Amortisation" and its relation to fair value of OTC derivatives pricing. For the full paper please send a request to email@example.com
10 Feb 2015
Prism Valuation is now offering analysis of assets under SST scenarios. The SST scenario analysis is a key input in determining economic capital of Swiss life insurers. The SST scenario set consists of 82 independent market risk factors and cross scenarios of the factors totaling in excess of 4,000 risk scenarios. The range of market factors consists of up and down shocks to interest rates, FX rates, credit spreads, equity spots and equity volatility. For more information on this or other bespoke stress analysis contact firstname.lastname@example.org.
20 Nov 2014
03 Nov 2014
The implication is
that the choice of base currency dictated by the CSA is important. To put it
bluntly, even vanilla derivatives are complex in the post-crisis world.
For the full paper please send a request to email@example.com
17 Aug 2014
Typically price challenges arise in two ways: When instruments exhibit
large day over day changes in valuation, or when valuations differ from
some alternate valuation by an amount which exceeds some threshold.
For the full paper please send a request to firstname.lastname@example.org
05 Aug 2014
A defensible valuation is one which will meet or exceed requirements for quality and transparency set by auditors, regulators, risk management departments and clients, Greg Cripps. Read Greg Cripps further thoughts on defensible derivative valuations in the Valuation Risk Handbook (2014) published by Voltaire Advisors (may be obtained from voltaireadvisors.com). This publication provides a true state of the nation picture of the current landscape for valuations of financial assets.
15 Jun 2014
are looking for a highly enthusiastic and talented entry level person to assist with our daily data capture process. Your primary
responsibilities will be to assist with the daily monitoring and
maintenance of our various capture
and filtering processes, and to aid in the design and implementation of new
or improved processes.
The ideal candidate will possess excellent communication skills and a proactive mindset as well as hold a degree in a quantitative discipline (physics, mathematics, engineering, computer science, etc.). Because Prism is a small yet rapidly growing organization, the position requires flexibility and independence, as well as the ability to produce high quality work in a timely fashion without extensive managerial oversight. The position is located in Toronto.
Please send resumes/ cover letters to email@example.com
20 May 2014
is a unique opportunity for Asset Owners, Managers and Administrators to
benchmark interpretation and adherence to their latest AIFMD, UCITS and OTC
regulatory reforms and client requirements.
o Clarify regulatory requirements including AIFMD and OTC reform
o Hear how your peers' valuation governance and controls are structured
o Gain insights into fair value and risk management best practice
o Pose questions during the asset manager and market data provider panel session
06 Jan 2014
Prism Valuation has opened an office in Melbourne, Australia to provide comprehensive client support in this time zone from January 2014. This full support service extends from data transfer queries, deal booking, revaluation requests, valuation challenges and general product support. Together with offices in London and Toronto, Prism offers global 24 hour dedicated client support coverage for Europe, Americas and Asia-Pac regions.
01 Aug 2013
Increasingly investors are turning to alternative and bespoke equity indices to realize investment strategies, as the universe of public equity indices is not always sufficient to express particular market views. Typical custom indices target strategies including industry, sector, dividend, long/short, small/mid/large cap, ethical, or others, or combinations of these. Prism Valuation offers valuation service on investor defined custom indices in all markets including North America, South America, Eurozone, Asia and Australia. The valuation service includes valuation of the custom index and of options with custom index underlyings. Sensitivities to underlying market moves and other risk factors are also provided.
12 Jun 2013
Prism Valuation has recently introduced two enhancements to its Derivative Valuation Service for Lat-Am products. Prism Valuation now offers its clients the choice of discounting valuations for Brazilian Real (BRL) CDI zero coupon swaps using a curve constructed from USD/BRL non-deliverable forwards and swaps. This is in addition to the already existing option of allowing forecasting of the forward CDI rates using either an on-shore or an off-shore curve. The non-deliverable curve discounting option is now being delivered to several clients trading these instruments. In addition, Prism has recently added support for the valuation of Colombian Peso (COP) OIS swaps, which can also be discounted using deliverable or non-deliverable curves. In addition to BRL and COP, Prism currently delivers IRS and other derivative valuations for Chilean Peso (CLP), Mexican Peso (MXN) and Peruvian Nuevo Sol (PEN) in the Lat-Am region. "Supporting non-deliverable discounting for BRL and other Lat-Am and Asian interest rate swap types reflects Prism's continuing commitment to providing a flexible, robust framework to meet clients' derivative valuation requirements. We are always willing to make the effort to broaden our coverage and utilize emerging methodologies in order to deliver the best possible service" comments Keldon Drudge, CEO.
05 Jun 2013
Prism Valuation is pleased to announce the addition of Kevin Borrett to the team effective immediately. Kevin will be assisting with sales, business strategy and marketing. Kevin is based in London UK. Kevin brings with him 25 years experience in Investment Banking, Investment Management and Derivative Valuation Services. His experience has covered all asset classes and functional areas from sales, product development to operations. Kevin may be contacted at firstname.lastname@example.org. "We are very excited to have someone with Kevin's breadth and depth of experience joining our team" said Greg Cripps, President.
16 May 2013