Sophis Releases New Version of Buy-side Solution

Sophis has released the new version of VALUE, its platform for buy-side institutions. VALUE 3.0 features credit derivatives and commodities modules to support buy-side clients’ pursuit of more complex trading strategies, as well as improved reporting, attribution and benchmarking tools to help fulfill the increasingly demanding requirements of regulators and investors says Sophis. The new release includes valuation and risk correlation modelling capabilities for a range of credit derivatives, including convertible asset swaps, basket CDSs, CDOs, CDO2s and CDS indices. VALUE 3.0’s commodities module enables clients to manage physical delivery, forwards and derivatives across oil, gas, power, CO2 emissions, base metals, precious metals and soft commodities.

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