Omnia DNAV

One Deloitte Price

One Deloitte Price, Omnia DNAV’s valuation engine, is fueled by tens of millions of data points from leading market data providers and rating agencies, along with hundreds of thousands of market trades.

Global data lake

All One Deloitte Price valuation data is aggregated into a global data lake specifically designed to evolve with the markets.

Data quality control

To validate the quality of the valuation input data, One Deloitte Price uses advanced data clustering and cleansing techniques, augmented in real time by analysis from Deloitte’s global network of valuation specialists.

Dynamic valuation ranges

One Deloitte Price uses sophisticated valuation algorithms and state-of-the-art machine-learning capabilities to develop dynamic valuation ranges, nearly instantly.

Deloitte’s Omnia DNAV delivers a suite of advanced modules specifically designed to meet the unique challenges associated with alternative investment products, including private equity and hedge funds.

The risk assessment module

Generates a comprehensive year-over-year trend analysis of valuation metrics and financial data and uses third-party data, to verify key valuation assumptions. Risks can be analyzed across legal entities, and a heatmap can be generated to provide a holistic view of private investment valuations.

The private debt module

Extracts key terms from debt agreements, calibrates the valuation model with transaction data, and independently calculates the One Deloitte Price for private debt not widely quoted in the market. After the initial setup, the calibrated valuation model can quickly calculate the One Deloitte Price for subsequent valuation dates.

The capital calculations module

Automates an entity’s distribution calculations based on Limited Partner or deal-specific rules, including performance fees, management fees, return of capital, and the hurdle and/or gain. The multilayer rule generator provides scalability and flexibility of input terms, generates waterfall calculations, and reduces the risk of mathematical errors.

Intelligent algorithms

Omnia DNAV’s integrated suite of intelligent algorithms and full-population testing reduces your audit burden, saves you time, and delivers quality with unequaled scale.

Intelligent algorithms cover Valuation, Confirmation, Income, Realized and Unrealized Gains or Losses, Foreign Currency Exchange, Classification, and Cost Rollforward—and many more are in development.

Machine learning

Omnia DNAV’s valuation algorithm uses machine learning to extract key terms directly from investment contracts and to process and harmonize the extracted data.

The confirmation algorithm learns manual matching patterns and saves time by automatically applying them in the future.

Cutting-edge data matching

Omnia DNAV’s confirmation algorithm uses cutting-edge fuzzy data matching techniques to automatically detect and quantify any differences between portfolio positions, all in seconds, whether there are 10 positions to test or 10,000.

Artificial intelligence is a popular buzz word today. But for Omnia DNAV, it’s a reality. Omnia DNAV’s account reconciliation and complex derivatives valuation modules use AI to deliver fast results.

Account reconciliation module

Powered by an innovative AI-powered solution, positions are not only matched by common identifiers, but also by using other criteria to generate a matching confidence score, which reduces tedious time-consuming tasks.

Complex derivatives valuation module

AI automates the valuation process. It automatically parses a derivative’s key contract terms, populates the cashflow and market data, and calculates a One Deloitte Price.