Parameta’s indices are built on vast and hard-to-source data from the TP ICAP brokerage network, providing rich insights you can’t find anywhere else.
Benchmarks & Indices
Parameta Solutions delivers independent and transparent market benchmarks and indices that provide investors, asset managers, and regulators with a trusted standard for developing new instruments, measuring performance, and capitalising on opaque markets.
The Parameta Advantage
The Parameta Advantage
Independent Benchmarks: Parameta’s data is backed by the deep liquidity pools and real transactions sourced directly from TP ICAP’s global interdealer brokerage network.
Enhanced Decision Making: Turn insight into action by leveraging our indices for various applications, including risk premia investing, asset liability management, and robust OTC derivatives market benchmarking.
Forecasting: Make more accurate predictions of future market behaviour with our model-free spot and forward implied volatility indices across multiple markets and asset classes.
Benchmark & Indices Solutions
Benchmark & Indices Solutions
Parameta Solutions Indices
Administered Indices
Parameta administers nine reference rates spanning EUR interest rate swap rates and basis swap rates. Backed by strong controls and governance frameworks, we provide trusted reference rates and enhanced transparency for our clients.
Custom Solutions
Leveraging its expertise, technology, and available history for indices and underlying OTC derivatives pricing and analytics, Parameta is able to offer extensive customisation based on varying objectives and constraints.
