Valuation services

Finalyse valuation service gives peace of mind to the clients trading OTC derivatives and structured products and generates trust between participants.
We address compliance challenges and provide an outsourced transparent, auditable, independent valuation service for OTC derivatives, structured products, debt instruments and private equities.
Our expertise expands to margin calculation, EMIR reporting, Solvency 2 stress tests, risk reporting and risk dashboard.

Your challenges

Multiple sources & format of data

Evolving regulation

Audit requirements

High development costs

High maintenance costs

Our offer

EMIR / SFTR impact assessment

For FC or NFC, above or below threshold

A summary of EMIR / SFTR regulation constraints for your organisation
A summary of the major findings of pre-study (impact on your policies, processes and IT)

EMIR / SFTR reporting solution

Software Implementation

The solution processes automatic data flows of any underwriting, modification, valuation and trade termination of your Derivatives or Securities Financing Transactions, directly towards a major Trade Repository system.

EMIR / SFTR reporting solution

Outsourcing

EMIR / SFTR compliance with a minimum of investment costs
Benefit from our expertise in terms of European regulation and implementation solutions

EMIR Reporting solution design

Compatibility with SFTR

It is our intention to provide SFTR reporting before the regulation start date.
Finalyse EMIR reporting solution has been developed with a broad range of functionalities and is fully compatible with SFTR RTS.

Typical deliverables

Automatic and easy reporting to a major Trade Repository

Data model concept and process flow which can be easily implemented on site

The remaining workload is to build a bridge between our ready-to-use solution and the client's internal data system(s)

Delegate the reporting towards Finalyse, which will act as Third Party

Finalyse EMIR Reporting Solution can be extended with the automatic download of the mismatch and inter-mismatch reports. The reports will be automatically downloaded on a daily/weekly basis. Based on the information provided by the TR, Finalyse will update the deal's reconciliation status and store the reconciliation errors in a separate data mart.

Finalyse EMIR Reporting Solution can be extended with our independent valuation service for OTC Derivatives / Structured Products.

Selected client cases

An issuing company

For this issuing company with multiple sources of data and different formats, we import all the data in our application on a daily basis, applying mapping and conversion rules and quality checks. After reporting to an authorized trade repository, our client receives a daily quality dashboard allowing him to monitor and justify his regulatory compliance.