ex-post valuation

Market conformity &
revaluation

Your profile

Bank, asset manager or PRIIPs issuer

Your challenge

  1. MaRisk or KAMaRisk compliant market conformity checks for transactions
  2. Margin and competitor analysis
  3. PRIIP- and MiFID-II-compliant calculation of transaction costs
  4. Post-trade valuation and validation

Our solution

Timestamp consistent calculation of fair values (ex-post-analysis)

Mark to market

Mark to model

Plausibility checks of valuation rates and pricing quality analysis according to various criteria

  1. Model-based valuation
  2. Neartime / timestamp-based valuation
  3. Market-implied bandwidths
  4. Cheapest / richest valuation
  1. Stale price
  2. Price variation (multiple providers)
  3. Standard deviation
  1. Dynamic interval price ranges
  2. Open / High / Low / Close
  3. Liquidity adjusted price ranges
  4. Last trade price
  1. Price attributes
  2. Events
  3. First price
  4. Trading venues (especially certificates)

Scope of services and optional features

Delivery

We provide flexible delivery methods, including API, FTP, or email, ensuring you get the data you need when you need it where you need it.

  1. Pure provision of fair value data
  2. Automated processing on the basis of trade confirmations
  3. Provision of prices / fair values including first level deviation analysis
  4. Reconciliation of all transactions including documentation
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We deliver actionable insights, tailor-made solutions, and seamless integration into your IT landscape.

Our solutions at a glance

Contact

Looking forward to hearing from you!