The service is provided by Standard & Poor's fixed-income risk management services business.

The business is already working with a number of central banks, regulatory and industry bodies, as well as investors, to help them value complex and illiquid securities.

The analytics provided by Standard & Poor's valuation scenario services offer investors a step-by-step, transparent assessment of their structured portfolios under a range of different assumptions and economic scenarios.

This information is then reviewed with clients to help drive an improved understanding of structured credit portfolio value. Standard & Poor's valuation scenario services operate independently from the company's ratings business.

'Market uncertainty, a lack of liquidity and an overall crisis sentiment are combining to create a disrupted relationship between market-observed pricing and the intrinsic value of structured assets on investors' balance sheets,' says Lou Eccleston, executive managing director for fixed-income risk management services at Standard & Poor's.

'Our valuation scenario services help investors analyze their portfolios against a multitude of potential economic scenarios to get a much clearer picture of the real value of the paper they are holding.'

Standard & Poor's valuation scenario services are supported by the market, credit and risk strategies team, a newly formed, independent research group that analyses cross-market and cross-asset class valuations and relationships, the Standard & Poor's structured finance platform and modelling team, and the fixed income architects team.