A fresh take on risk and valuation

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

Conflicts of interest

Nav calculation

Justification of the price

AIFMD

IPEV

Our offer

Use of several methodologies

Consistency of pricing over time

  • Different methodologies considered (Public multiples, DCF, recent transactions, net asset value)
  • Focus on keeping consistency in the choice of the methodology to avoid undue gaps

Reliability of results

Data check, plausibility reviews and cross checks

  • Use of several methodologies in case of doubt
  • Update and review of market data
  • Record keeping of data after pricing

Staying close to market conditions

Calibration process

  • Emphasis is given to market indicators evolution and consistency with global market conditions (Interest rates, Stock markets, Peers, etc.)

Why entrust Finalyse with your valuations? 

Getting a fair valuation of your complex products is costly and complicated. Not only is there a need for market data, complex models and robust infrastructure, but a team of highly skilled and available professionals is equally crucial to success. We evaluate each client’s profile in order to provide bespoke solutions.

Typical deliverables

A sound and reliable equity valuation
Compliance to AIFMD, which AIFMs need to comply in order to get a passport to operate in the European market
Risk dashboards for UCITS and AIF
Open dialogues with Investment managers as well as full transparency of the process.
The service is enhanced with fully-documented justification
Specific support can be provided on demand in case of particular requests from auditors, regulators or shareholders.
An expert from Finalyse can attend the valuation committee.

Client Reference

UCITS

We exrcise pricing derivatives of our client's clients and calculating sensitivity in the CRIF format. We also provide calculation of initial margin and run back testing. The final clients benefit from a one-stop shop, using Finalyse for pricing and calculation and using our client for the collateral management process.