Your challenges

Regulatory pressure continues to grow for all market participants, with a clear focus on fair valuation of assets with more transparency and disclosure requirements.

Given the loss of confidence resulting from the last financial crisis, investors are seeking more and more transparency from their financial intermediaries, including with regard to the valuation of their assets (transparency on valuation models and input parameters as well as on fees and incurred costs).

Valuation standards and methods are becoming more and more complex following new rules imposed to the derivatives industry (e.g. focus on collateral management, OIS discounting, credit/debit/funding/liquidity value adjustments, ...).

Understanding of these valuation methods is essential to ensure interaction with counterparties.

This valuation monitoring task is a costly process as it requires among others to maintain a highly-skilled team, to subscribe to several financial information providers and to set-up appropriate systems.