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SSPA risk figure newly calculated by Derivative Partners

Derivative Partners newly calculates the widespread SSPA risk figure and the SSPA risk rating for structured products traded in Switzerland.

Zurich, January 31, 2013. Value At Risk*, or VaR, is the financial industry’s most widely used means of estimating an investment’s market risk. To raise the transparency of structured products listed in Switzerland, SSPA launched in July 2009 a new system of value-at-risk-based risk figures, re-calculated each day after the market’s close. The SSPA risk figure and the corresponding risk rating have been well absorbed by the market participants well and are widely used with data vendors, issuers, portals and other market participants.

Since the beginning the data used to calculate the risk figure has been collected, maintained and processed by Derivative Partners Research Ltd. The VaR calculation was performed by a calculation agent. New Derivative Partners Research Ltd will take over the role of the calculation agent as per beginning of February 2013. SSPA president Daniel Sandmeier: “With the calculation of the risk figure by Derivative Partners we can relate the entire process from a single source.”

The calculation of the risk figure is performed daily after market close and will be available before the following day’s stock market opening. Andreas Kropf, Managing Director of Derivative Partners Research: “As passive member of the association, we look forward to play a more active role by calculating the risk figure.”

Important information

Please be aware that all the information on this website is for educational purposes only and does not represent real offerings. If you would like to obtain a real price or purchase a Structured Product, please contact your financial advisor or one of the SSPA member banks for more information. Have a look at the complete Disclaimer.

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