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SSPA launches risk classification for structured products that sets a new standard

The Swiss Structured Products Association SSPA is about to launch a new, transparent risk classification for Swiss structured products. With the marketleading risk management firm RiskMetrics Group as its calculation agent and Derivative Partners Research Ltd as its data provider for structured products, the SSPA’s risk classification will be based on Value at Risk (VaR) and cover structured products traded in Switzerland. The new risk classification will be available to all market participants as of the beginning of July on the Association website. Data vendors may obtain the information from SIX Exfeed.

Zurich, June 2 2009. Value at Risk (VaR) is one of the most important and widely used statistics that measures the potential of economic losses due to market risk. Developed by RiskMetrics Group, VaR has been adopted as the cornerstone and common language of risk management by virtually all major financial institutions and regulators. Lawrence Dunn, Head of RiskMetrics Group in Europe explains: “RiskMetrics’ mission is to bring transparency, expertise and access to the financial markets, and we are delighted to enable the Swiss Structured Products Association to take this important step towards improved risk transparency.” In addition to a pure VaR risk classification, it will be possible to employ this risk information within an SSPA Risk Rating. This will enable investors to better understand and manage the risks of specific structured products. The Association aims to establish its SSPA Risk Rating as the standard risk measurement for structured products in Switzerland. “The availability of Value At Risk numbers and the SSPA Risk Rating are going to further increase the transparency of structured products for investors”, says Roger Studer, SSPA’s president.


Important information

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