S&P Capital IQ Launches Model Valuation Pricing
S&P Capital IQ has unveiled its new Model Valuation pricing tool, which the vendor says more accurately reflects the market’s view of a bond’s credit risk and provides more transparency into the valuation process, using data and tools from other areas within the business.
“The model valuation uses credit default swaps and a risk-neutral adjustment factor to isolate the market view of credit risk. Aligning the model valuation with other pricing approaches and sources brings additional context to
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