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Interest Rate Swap Overview
Winters & Co. has a state-of-the-art derivatives pricing
platform that enables us to offer: live derivatives pricing on
a variety of structures, ongoing valuation of transactions, and
termination fees associated with exiting transactions early. Our proprietary
swap and option pricing software, customized for our firm, is similar
to the software used by the banks and broker dealers that act as
providers of these products. In addition to current prices, this
model returns underlying data that can be helpful in gauging risk.
Our model pulls multiple sourced, live market-data to build market-specific
yield and volatility curves and returns independent pricing. These
various curves allow for true independent pricing.
More than just a software program. Establishing
a sound plan for when, why, how and with whom to engage in derivative
transactions is the first step for the clients of Winters & Co.
Such plans must include methods for obtaining quotations, valuing
transactions, determining effectiveness and materiality of transactions
and communicating effectively with the rating agencies. We can
help you through this complex process.
Once a transaction structure has been determined, Winters & Co.
can help acquire the hedge. This can be completed on either a negotiated
or a competitive basis. In addition, as part of our service we
work with you and assist in the completion of all required documentation.
Our role does not end with the completion of the transaction;
we can provide ongoing monitoring and reporting. This includes
periodic transaction valuation, scenario and shock testing. Should
a swap require termination prior to expiration, Winters & Co.
provides negotiating services on behalf of our clients to ensure
a fair termination value. Winters & Co. is committed to
every aspect of the transaction, from the initial proposal until
termination. Our team is what distinguishes us from our competition!
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