Pricing

PBCAM used to price emerging markets, private placements, sub-investment grade, other high yield and illiquids
Implied pricing calibrated to fixed income markets on a daily basis
Spread broken down into risk-free component, default probability, liquidity and risk aversion
Alternative pricing methodologies used include Firm Value and Credit Term Structure
Available for Sterling, Euro and US Dollar markets
Users are traders, fund managers, risk managers and corporate finance

Contact us

Sutherlands Edinburgh Ltd
61 Dublin Street
Edinburgh
EH3 6NL

T +44 (0) 131 565 2020
F +44 (0) 131 565 2021

Sutherlands Edinburgh Ltd 61 Dublin Street, Edinburgh, EH3 6NL
T +44 (0) 131 565 2020 F +44 (0) 131 565 2021 E general-enquiries@sutherlands-ed.com