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