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.
Initial margin calculation
Official ISDA methodology vendor
Variation margin calculation
Reconciliation and audit
The ultimate benefits of implementing SIMM methodology are an efficient allocation of collateral and a significant decrease in disputes.
The application of the method requires obtaining an official license from ISDA.
Finalyse offers a comprehensive service for valuation and collateral calculation.
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 backtesting. 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 prices up to the final clearing and confirmation to the third party agent.