(openPR) - Frankfurt/M., September, 11th 2007 ValuePrice AG, the independent valuation service provider, has extended its service about the products Credit Spread Curves and Risk Figures.

Whether Government Spread Curves or spread curves for ABS / MBS-Issues, spread curves are the key- and prize-forming factor in the fixed income world nowadays.

ValuePrice offers his customers, with this new “Flagship” “- products, the set-up and daily operation of spread curves.
The spread curves are customer defined in the categories sector, country, currency and rating. The daily operation of this spread curves are based on the ValuePrice-Database with more than 550 own operated spread curves, which are maintained and adjusted daily. In addition to that, the setup and operation of composite spread curves to cover comparison perspectives on risk curves is also possible.

As a second extension to the valuation-services, ValuePrice offers optional to the valuation prices, figures as for example Convexity, VAR and / or Delta, to raise the usage scenarios of the ValuePrice-Valuations in regards to risk management.
In addition to these risk figures, ValuePrice offers the display of underlying calculation spreads/ data of the valuation prices to increase the explanatory power of the pricing data in regards to regulative best practice requirements and to rise the analysis usage against internal and external reporting requirements.

„With this new products, ValuePrice makes a further important step, in order to offer a maximum of neutral valuation-services to the market, with which we can support our customers in the implementation of upcoming requirements for the valuation – process of illiquid and complex financial instruments in the best possible way “, elucidated Alexander Pockrandt, CEO of the ValuePrice AG.

ValuePrice AG
Hanauer Landstrasse 287
D-60314 Frankfurt am Main
Sandra Harms
sharms@valueprice.eu
Phone: +49-(0)69-257 88 77 0
www.valueprice.eu

ValuePrice S.a.r.l.
2, rue de Canach
L-5386 Schuttrange
Thomas Lüthje
tluethje@valueprice.eu
Phone: +35 226 796 10

ValuePrice AG, located in Frankfurt, values and calculates illiquid and complex financial instruments.
The team consists of mathematicians, experts in physics, specialists in capital markets, finance experts, project managers, as well as of IT, hardware and software specialists. They all work for the two offices, Frankfurt and Schuttrange in Luxembourg.
At the moment the company values financial instruments for corporate treasurer, international banks, custodians and financial service providers.