Pyxis provides Valuation Services for broad range of vanillas including long-dated or extremely out-of-the money (OTM) contracts as well as exotic and correlation instruments. Pyxis team specializes in valuations of illiquid, hard-to-value OTC securities and exotic structured products.

Pyxis uses both its in-house and external analytical libraries to provide the service. Pyxis resources are experienced in creating structured product templates, valuation, stress testing and risk reporting.

The Valuation models are stress-tested by a wide variety of circumstances. Particularly in case of long dated maturities the results are very reliable as the models are adjusted appropriately.

Pyxis sources the market data from international inter-bank brokers for different asset classes.

Pyxis provides the following set of reports under this service:

• Valuation Report
• Yield Risk Reports
• Volatility Risk Report
• EQ/FX Spot Sensitivities
• Greeks Report