Fair Value Pricing

Pricing Valuations
Customers can rely on

TTMzero’s Fair Value Pricing Service provides independent, transparent valuations for illiquid and hard-to-value instruments lacking observable market prices. Our successful mark-to-model pricing methodology ensures unbiased and reliable valuations for a broad array of asset classes and instrument types.

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TTMzero

Mitigating Risks & Meeting Compliance since 2013

As an independent valuation agent since 2013, serving several major investment banks, TTMzero's proven and reliable valuations support customers mitigate risks while fulfilling regulatory and operational requirements.

Market participants require a trusted solution for portfolio valuation, risk estimation, and compliance adherence in a landscape of escalating regulatory demands. Our Fair Value Pricing Service fulfills these needs.

Private banks, investment banks, asset managers, compliance departments, risk managers, insurance companies, and custodians rely on our expertise and benefit from our advanced valuation solutions.

Our clients utilise our valuations for tasks such as client reporting, collateral management, NAV and risk margin calculations, risk management, and traded price validation (best execution), among others.

Expertise in Bond Valuation

Our Bond Pricing offers mark-to-model valuations for active and thinly traded bonds, spanning a variety of features and issuers, encompassing governments, corporations, municipalities, SPVs, investment grade, high yield, emerging market, and money market bonds. We handle an array of bond types such as callables, putables, and inflation and credit-linked bonds with diverse coupons. Our services span over 40 markets for rate curves and government bond pricing.

Our valuations aid brokerage markets with pricing amidst illiquid scenarios, bolster portfolio valuations, and underpin compliance and risk management.

Comprehensive OTC Derivatives Valuation

Our stringent valuation processes cater to over 250 OTC derivatives payoff types, encompassing both standard and exotic options. These include vanilla, barrier, and exotic options, European and American-style options, and NDFs, among other derivative types. Our OTC valuation service covers a wide range of asset classes: equity, interest rates, credit, commodities, FX and precious metals, and hybrids.

The valuations we offer for OTC derivatives aid clients in regulatory compliance, client reporting, and risk control measures.

Structured Products

The covered instruments comprise all structured product types represented by Bundesverband für strukturierte Wertpapiere (BSW) and the Swiss Structured Products Association (SSPA).

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The Path to Accurate Fair Value Prices

Our approach to reliable mark-to-model valuations is grounded in high-quality market data, a comprehensive quantitative library, and industry-standard modeling techniques.

Our system receives reliable input data from global market contributors, data providers, and leading financial institutions. Our proprietary software, developed by TTMzero’s financial engineers, performs valuations on a plethora of derivative products.

The resulting Mark-to-Model Prices are accurate, independent, and meet rigorous quality standards and valuation requirements.

To ensure that the data we deliver adheres to our high-quality standards, we perform automated as well as manual plausibility checks and monitor the valuations.