RiskMetrics has recently introduced several new instruments based upon the FEA analytical library. The incorporation of FEA pricing analytics into the RiskMetrics flagship suite of risk management analytics represents a technical leap which will enable RiskMetrics clients to benefit from a much broader coverage of exotic derivatives.

These new analytics will enable RiskMetrics to implement new instrument types, supporting underlying types such as Interest Rates, Equities, FX Rates, Commodities and Hybrids of these components, quicker.

Instruments Now Available

  • Equity Accumulator
  • Equity Generic Barrier Option
  • Commodity Future Generic Barrier Option
  • CMS Spread Option
  • Autocallable Note (Equity)
  • Dual Binary Option (FX)
  • Dual Currency Deposit

To request more info on these new analytics or discuss the roadmap for pricing models further, contact us.


Browse our Resource Center for more information.