VERSION 2026-07-14.2

Methodology and Data Sources

The score is a deterministic, versioned product-risk measure for a Fixed Coupon Note with one to five equity underlyings.

Inputs

User-confirmed product terms are combined with actual end-of-day price history, return, realised volatility, drawdown, liquidity, corporate actions and linked news. Yahoo Finance currently supplies price/history and linked headlines. The official Nasdaq Trader symbol directory validates Nasdaq and other US exchange listings, including NYSE identifiers.

What is not used

No proprietary Bloomberg feed is ingested. Bloomberg consumer pages are not scraped. Analyst targets and proprietary equity research remain outside the model.

Interpretation

The model measures product structure and observed market risk. It does not predict repayment, value the embedded option, establish fair value, assess issuer CDS spreads or determine personal suitability. Worst-of outcomes are path-dependent and may be materially worse than scenarios shown.

Governance

Every saved result records the model version, confirmed terms, data timestamp, source and reasons affecting the score. Model changes require versioning, regression tests and documented validation before deployment.