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.
Use of several methodologies
Consistency of pricing over time
Reliability of results
Data check, plausibility reviews and cross checks
Staying close to market conditions
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.
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.