Finalyse valuation service gives peace of mind to the clients dealing with both vanilla and exotic OTC derivatives.
We provide ISDA SIMM based Initial Margin Calculation service for OTC derivatives. The service is performed as an outsourced service.
We implement SIMM methodology, the benefits of which is an efficient allocation of collateral and a significant decrease in disputes. The application of the method requires obtaining an official license from ISDA.
Initial Margin Calculation
Collateral servicing
Reconciliation and audit
Reconciliation and audit
Variation Margin Calculation
Marc-Louis Schmitz, Partner at Finalyse and member of the executive committee, is the founder of the independent valuation services business line.
He oversees operations, team management, and strategic development.
Known for fostering an inclusive, growth-oriented work environment, he supports a skilled team dedicated to mastering complex valuation processes, models, and best practices.
With a strong background in valuation, risk modeling, and regulatory compliance, Marc-Louis has expanded Finalyse's managed services to meet evolving regulatory and client needs.
Guillaume prepares the valuation of structured products and OTC derivatives covering most asset classes. He acts as a Financial Engineer and maintains state-of-the-art pricing and modelling, steering model improvement and performing quality controls.
Guillaume contributed to developing the SIMM methodology's scenario simulations and market rate sensitivities. He implemented the replication valuation model for volatility swaps. He has been in charge of reviewing the methods used to build different issuer curves to improve them and the Solvency II TPT reporting for several clients.
Guillaume is also a CFA Charterholder.
We exercise pricing derivatives of our client's clients and calculate sensitivity in the CRIF format. We also provide a calculation of the initial margin and run back testing. The final clients benefit from a one-stop-shop solution, covering the full margin calculation process, which includes the pricing of the derivatives, the margin calculation and collateral management.
Finalyse InsuranceFinalyse offers specialized consulting for insurance and pension sectors, focusing on risk management, actuarial modeling, and regulatory compliance. Their services include Solvency II support, IFRS 17 implementation, and climate risk assessments, ensuring robust frameworks and regulatory alignment for institutions. |
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Finalyse ValuationValuing complex products is both costly and demanding, requiring quality data, advanced models, and expert support. Finalyse Valuation Services are tailored to client needs, ensuring transparency and ongoing collaboration. Our experts analyse and reconcile counterparty prices to explain and document any differences. |
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About FinalyseOur aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. |
Finalyse CareersUnlock your potential with Finalyse: as risk management pioneers with over 35 years of experience, we provide advisory services and empower clients in making informed decisions. Our mission is to support them in adapting to changes and innovations, contributing to a sustainable and resilient financial system. |
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