| Types | Key products | Key pricing models | Why KISP? | |
|---|---|---|---|---|
| Structured and OTC |
Interest-based | FRN, Range Accrual, Power Spread | Hull-White 1, 2 Factor | Apply optimal pricing models Employ stable model variables that reflect market conditions |
| Swap·Forward | SWAP, FX Forward | DCF(Discounted cash flow) | OIS Term Structure, a rising product with its new risk-free interest rate, is generated and provided | |
| Stock-based | ELS, DLS, Equity Swap, ELW | Black-Scholes MC simulation | Sole disclosure of KRX ELW’s theoretical price Provide a derivative product module, Vol Surface | |
| Stock-based bonds | CB, EB, BW | LSMC | Apply a flexible pricing method that reflects refixing conditions and interest rate options Analyze stock and interest rate scenarios | |
| Credit-based | SWAP, NOTE, Foreign currency, Securitized assets | Reduced Form, Gaussian Copula | Apply Basket CDS Correlation by managing market purchase premium for all financial institutions. Minimize discrepancies with real transaction prices | |
