All projects

Credit

Non-financial transfer of fund shares between financial institutions due to a private transaction

OTC Derivatives

Qualification for National Actions - Swap with CCP

Interest rate and currencies

New Premium and Volatility Calculation with Market Data (through Options and Options on IDI via UDS))

The new model uses real trades to estimate volatility and calculate premiums more accurately.

New update

Commodities e OTC Derivatives

Increase in the Limit of Series of Options on Futures and Spot Contracts

New methodology increases the limit of series of Options on Futures and Spot Contracts to 9,999.

New update

Clients