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| Markit Portfolio Valuations is an independent, multi-contributor validated, portfolio valuation service for the buy-side that differentiates itself through a proprietary data set, recognised as the industry standard. |
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| Product summary: |
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| Markit Portfolio Valuations harnesses this unrivalled data set to build post-trade OTC valuations for a wide range of vanilla and exotic derivatives across multiple asset classes: |
| |  | Credit - including CDS, TRS, indices, options, synthetic CDOs and loans |
| Foreign Exchange - including spot, forwards, swaps, options and exotic structures |
| Interest Rates - including swaps, caps, floors, swaptions, inflation swaps and exotic structures |
| | | Equities - including options, indices, variance swaps and exotic structures |
| Commodities - including forwards and options on energy products, precious metals and base metals |
| Structured Notes and Cash Products - including most types of interest rate, credit, equity, FX and hybrid structures as well as consensus pricing for loans, structured finance securities and evaluated bonds |
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High quality data is key to accurate independent valuations. Markit’s data set is created from the contributions of over 70 banks, meaning that the breadth, depth and quality are unsurpassed. Proprietary cleaning algorithms ensure that only the most accurate information is used in the valuation of assets and liabilities. Volatility data incorporates smile and skew when appropriate and correlation data is based on market levels rather than historical data.
Markit employs established methodologies and quantitative techniques with industry standard models that incorporate all of that data available described above. |
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| Key benefits: |
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| Provides consistent cash and OTC valuations which are fully audited, transparent and reliable |
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| Covers the full range of vanilla and exotic instruments across multiple asset classes |
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| Highly flexible fee structure |
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| Highly scalable, straight through processing solution |
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| Uses market leading consensus data and industry standard models carefully calibrated to market levels to provide accurate independent fair values for a range of liquid and illiquid securities, structured products and derivatives |
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| Employs an operating model built around client service, providing global reach and rapid response to queries and challenges |
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| Key functions: |
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| Customised frequency including same day, daily, weekly, monthly and annual independent valuations of customer portfolios |
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| Multiple global timestamps, and high quality, validated proprietary data set from top tier partner bank contributors |
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| XML delivery, allowing immediate trade data validation and automated delivery and retrieval, leading to cost savings and a high degree of accuracy |
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| The preferred choice of top tier asset managers, banks, hedge funds and fund administrators to ensure accurate independent valuations to establish fund NAVs |
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| Offers an automated, integrated approach to managing client valuations, price challenges, and the underlying position reconciliation process for all OTC derivatives |
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| Fully transparent methodologies and quantitative techniques, satisfying client and investor requirements for due diligence and audit |
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