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TP Advisory Services

STRUCTURAProprietary analytical environmentStructured-product analytics, from pricing to portfolio monitoring.

STRUCTURA is a proprietary quantitative environment designed to support structured-product pricing, simulation, scenario analysis, risk monitoring and portfolio-level analytics.
Request a demonstrationBoth environments
STRUCTURA
  • Product Pricing
  • Monte Carlo Simulation
  • Greeks and Sensitivities
  • Scenario Analysis
  • Mark-to-Future
  • Barrier Monitoring

Portfolio Analytics

Aggregation across products, issuers, underlyings and currencies, with exposures reconciled back to individual positions.

Reporting

Analytical output exported in formats a client team can actually use, including reproducible valuation documentation.

  1. 01Term sheet
  2. 02Pricing
  3. 03Sensitivities
  4. 04Scenarios
  5. 05Monitoring
  6. 06Reporting

See it run

The workflow, end to end.

A short silent walkthrough of the environment: payoff design in PayScript, market data and model parameters, Monte Carlo pricing with the distribution of outcomes, simulated paths, and lifecycle monitoring with the barrier watchlist.
28 seconds · no sound

Illustrative walkthrough — synthetic products, demo data and anonymised client references. No real portfolio, position or client information is shown.

Modules

What the environment does.

Each module below is part of STRUCTURA and is described exactly as it is used in client work.
  • 01

    Product Pricing

    Valuation of cross-asset structured payoffs from their term-sheet economics, with the pricing assumptions kept explicit.

  • 02

    Monte Carlo Simulation

    Path-dependent payoffs evaluated through simulation, with configurable dynamics, horizons and path counts.

  • 03

    Greeks and Sensitivities

    First- and higher-order sensitivities per product and aggregated at book level, computed consistently with the pricing methodology.

  • 04

    Scenario Analysis

    Spot, volatility, rate and time shifts applied individually or jointly to see how a product behaves away from today's market.

  • 05

    Mark-to-Future

    Projection of valuation and risk forward in time, so lifecycle effects are visible before they happen rather than after.

  • 06

    Barrier Monitoring

    Distance to barriers, triggers and autocall levels tracked across a portfolio, with proximity ranked rather than buried.

  • 07

    Portfolio Analytics

    Aggregation across products, issuers, underlyings and currencies, with exposures reconciled back to individual positions.

  • 08

    Reporting

    Analytical output exported in formats a client team can actually use, including reproducible valuation documentation.

Method

The questions it is built to answer

Each module exists to close one recurring gap between a position and a decision.
  1. 01

    What is it worth

    An independent valuation with a documented methodology, reproducible from the same inputs.

  2. 02

    Why did it move

    A change in value attributed across spot, volatility, time, rates and dividends rather than described.

  3. 03

    What if the market moves

    Joint scenario shifts applied across the book, not one product at a time.

  4. 04

    How close is the risk

    Barrier, trigger and autocall proximity ranked across the portfolio and weighted by notional.

Designed for real structuring workflows

STRUCTURA was built while doing the work, not around a demo. The starting point is always a term sheet and a portfolio that already exists, with the inconsistencies that come with them: several underlyings, several issuers, several valuation sources, and products at different points in their life.

Because of that, 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 feature list.

Built by a practitioner, not around a generic template

Every module exists because a client question required it. The pricing methodology is documented so that a valuation can be defended in front of a risk committee or an auditor, and the assumptions behind a number are visible rather than hidden inside a black box.

The environment continues to evolve with the mandates it supports. New payoffs, new analytics and new reporting formats are added when the work calls for them.

Interested in what STRUCTURA can answer for your book?

STRUCTURA is a proprietary quantitative environment designed to support structured-product pricing, simulation, scenario analysis, risk monitoring and portfolio-level analytics.

Request a demonstrationcontact@tpadvisoryservices.com