STRUCTURAAI-assisted structuring
Illustrative demonstration using a synthetic product and demonstration inputs. No real client, position or portfolio information is shown. Proprietary scripts are masked. Valuations and probabilities depend on the model and its assumptions; they are not forecasts or investment recommendations.
See it run
Illustrative walkthrough — synthetic products, demo data and anonymised client references. No real portfolio, position or client information is shown.
Modules
Valuation of cross-asset structured payoffs from their term-sheet economics, with the pricing assumptions kept explicit.
Path-dependent payoffs evaluated through simulation, with configurable dynamics, horizons and path counts.
First- and higher-order sensitivities per product and aggregated at book level, computed consistently with the pricing methodology.
Spot, volatility, rate and time shifts applied individually or jointly to see how a product behaves away from today's market.
Projection of valuation and risk forward in time, so lifecycle effects are visible before they happen rather than after.
Distance to barriers, triggers and autocall levels tracked across a portfolio, with proximity ranked rather than buried.
Aggregation across products, issuers, underlyings and currencies, with exposures reconciled back to individual positions.
Analytical output exported in formats a client team can actually use, including reproducible valuation documentation.
Method
An independent valuation with a documented methodology, reproducible from the same inputs.
A change in value attributed across spot, volatility, time, rates and dividends rather than described.
Joint scenario shifts applied across the book, not one product at a time.
Barrier, trigger and autocall proximity ranked across the portfolio and weighted by notional.
STRUCTURA starts from the economics of a term sheet and the realities of an existing portfolio: several underlyings, issuers and valuation sources, with products at different points in their lives.
The environment is organised around the questions that actually get asked — what is this product worth today, why has it moved, how close is it to a barrier, what happens in three months if nothing changes — rather than around a generic feature list.
The pricing methodology is designed to keep material assumptions visible, so a valuation can be reviewed, reproduced and explained rather than treated as a black-box output.
The environment can evolve within an engagement, with payoffs, analytics, data connections and reporting formats developed around the client's priorities.
From a term sheet to a book you can explain at any point in its life — with the assumptions visible and the numbers reproducible.
