ICE Data Derivatives new cross-asset Portfolio Analytics platform covers Over-the-Counter (OTC) positions and acts as a hub for your derivatives positions. The platform supports pre-trade price discovery and decision support tools, RFQ, STP deal capture, trade repository, scenario analysis, risk management reports and valuations calculated based on live/cut-off data.
Also built into the system is ICE’s derivatives market data and calculation models to support a wide asset class coverage, underlyings and instruments. A range of APIs provide online access to pricing and portfolio analytics, powering internal systems, web-portals and more. The new cross-asset ICE Portfolio Analytics - Derivatives platform is at the core of our Pricing and Analytics offering:
Pricing API / Portfolio Analytics API / Trade Management API / On-file Reports / System integration & STP
With increased volatility and inflations risks, trading activity brings a high degree of risk and sensitivity to any new market development which cause price swings on top of the inherent volatility within the assets.
Hear from ICE alongside industry experts from Asia Risk, CSOP Asset Management, ING and International Economics Consulting, to examine the practical risk management approaches and innovation to support intraday pricing, and the challenges faced amid changing market conditions.