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Valuation of Complex and Illiquid Instruments

Made by Capital Market Risk Advisors

New York, NY

Boutique that marks hard-to-price derivatives and structured credit, including variance and volatility swaps, CDOs, CLOs and total return swaps.

Made by
Capital Market Risk Advisors
Primary category
Illiquid valuation
Also listed under
Risk analytics
Built for
Not recorded
Firm size
Not recorded
Deployment
Not recorded
Pricing model
Not recorded
What it costs
Not recorded
How we verified it
Confirmed on the vendor's own site
Source
the page we read
Last checked
2026-10-11
On the vendor's site
open

Valuation of Complex and Illiquid Instruments is a illiquid valuation product from Capital Market Risk Advisors. Boutique that marks hard-to-price derivatives and structured credit, including variance and volatility swaps, CDOs, CLOs and total return swaps. It is also listed under risk analytics. Capital Market Risk Advisors is based in New York, NY. Buyside Fintech verified that Capital Market Risk Advisors lists this product on the vendor's own website on 2026-10-11, and the page we read is linked below. We do not record how it is deployed, how it is priced, what it costs and the firm sizes it serves for this product, because Capital Market Risk Advisors does not publish it; the table below shows those rows empty rather than hiding them. Practitioner reviews and questions about Valuation of Complex and Illiquid Instruments appear below, and anyone at a firm that uses it can add one.

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How Capital Market Risk Advisors describes itself

CMRA provides expert witness, risk advisory and regulatory consulting services in derivatives, structured finance, commodities, volatility and market manipulation. Led by Leslie Rahl and Peter Niculescu.

Capital Market Risk Advisors’s own website, read 2026-08-30

Their words, not ours, and about the company rather than this product. It is not an assessment and nothing in it has been checked.