SuperDerivatives’ (SD) Mark-to-Market Data provides middle and back office professionals, risk managers, controllers and auditors with quality, accurate and independent market-accurate risk reference data for commodities, energy, equities, FX and interest rates derivatives.

The benefits of Mark-to-Market Data from SD include the ability to:

• Comply with key standards such as IAS 39, FAS 157 and FAS 133 that require the determination of fair market value (FMV) of derivatives in all asset classes
• Effectively manage market risk involved in derivatives trading and investment
• Vigilantly monitor and control counterparty credit risk and collateral
• Accurately report performance (NAV, P&L) to investors and regulators
• Lower costs and control operational risk involved in the valuation process.

SD’s intraday risk reference data  includes volatilities, yield and forward curves, expected dividend and correlation, as well as data that is scarce or unavailable elsewhere, such as volatilities for long-dated or extremely out-of-the-money (OTM) contracts.