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 analyses
  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
  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 delivery And optional Features

Delivery

Our solution will be adapted to your individual requirements and delivered to your interfaces as convenient as possible.

  1. Pure provision of fair value data
  2. Automated processing of trade confirmations
  3. Provision of prices / fair values including first level deviation analysis
  4. Reconciliation of all transactions including documentation
Not found what you are looking for?

Complex challenges often require individualized approaches. Together with you and based on your business model and our adaptable platform we will design an efficient solution that fits your architecture.

Our Solutions at A Glance

Contact

Looking forward to hearing from you!