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Financial ServicesPortfolio Valuations

Hosted Risk Service

Secure web-based platform future-proofed for evolving valuation adjustments and regulatory capital calculations needs

Heightened regulatory requirements on valuation adjustments (XVA) for derivatives instruments and capital calculations under the IFRS 13 and Basel accords require financial institutions to quantify costs of credit (CVA/DVA), funding (FVA) and capital (SA-CCR, BA-CVA) accurately and efficiently.

The Hosted Risk Service utilizes IHS Markit’s cross-asset class derivatives valuation service, best-in-class credit default swaps (CDS) data, and a risk engine proven at tier one banks to support the latest regulatory capital calculations and market valuations adjustments applicable to all derivatives asset classes, including:

  • PFE / CVA / DVA / FVA / ColVA
  • SA-CCR capital charge
  • Basel III Standardized CVA risk capital charge/ BA-CVA
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Key Benefits:

  • Consistent with global regulatory requirements - an integration of IHS Markit’s powerful market data, risk engine and robust proxy selection algorithms with award-winning Financial Risk Analytics capabilities to satisfy growing accounting and regulatory demands consistent with IFRS 13’s principles.
  • Rapid deployment and competitive costs – shorten a six-month or above onboarding time among deployed XVA solutions to as little as a month without major IT infrastructure upgrades required.
  • Agile and future regulatory-proved – automate alignment with future regulatory requirements and significantly reduces cost and operational burden by minimizing investments in software purchases, system development, integration, maintenance and manual upgrades.
  • Critical partner with expertise and technical know-how – constant access to IHS Markit’s global team of subject matter experts and financial engineers for timely advice and resolutions to queries.

Experts

Gianluca Biagini

Mr. Biagini leads all IHS Markit business activities related to fixed income pricing and reference data, private asset valuations and cross-asset OTC derivatives valuations. He joined IHS Markit in 2010 as head of Solutions, and subsequently worked in a variety of different roles and strategic initiatives, including running the derivatives valuation business until 2018. He brings over 20 years of experience in the financial information industry across several functions, including product management, development and sales. Prior to IHS Markit, he worked at Bloomberg where he set up and globally expanded Bloomberg Solutions, the division responsible for reference data and valuations services. He started his career as an electronic engineer in Bologna, Italy before moving to London, UK in 1995.

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Stuart Nield, Ph.D.

He has worked on many aspects of risk in his career and has held senior positions in risk management, quantitative analytics and system development. Over a 15-year career, Dr. Nield has worked for Barclays Capital, UBS Investment Bank and Detica (a data analytics consulting firm). He has a passion for developing risk software that solves business problems in a simple and elegant way. Dr. Nield has a first class honours degree and Ph.D. in Physics from the University of Cambridge.

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Gil Shefi

With more than twenty years experience in the financial industry, he joined IHS Markit six years ago to build its OTC Derivatives Data service. Previously, Gil was running SuperDerivatives' Valuation and Data services and prior to that worked as an FX trader.

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Gavan Nolan

A published author, Mr. Nolan has written about the credit markets from the accounting scandals of the last decade through the financial and European sovereign debt crises. He is a well-known commentator on the credit default swaps (CDS) markets, including credit fundamentals and CDS mechanics, in particular ISDA definitions, credit events and auctions. He has been a frequent contributor to both print and broadcast media, and quoted in Financial Times, Wall Street Journal, Daily Telegraph, Bloomberg, Reuters, Dow Jones, Global Capital, CNBC and BBC's R4 Today programs. Mr. Nolan played a key role in developing the Markit CDS pricing product, the leading service in the CDS market. Prior to joining Markit in 2003, now IHS Markit, he worked at J.P. Morgan and TD Securities in a variety of fixed-income roles. Mr. Nolan holds a Bachelor of Science in Economics from Queen Mary College, University of London, UK.

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Sage Patel

Sage Patel has been with IHS Markit since 2011, starting with the legacy Markit entity. Prior to joining Markit, Sage was responsible for Pricing and Valuations at Fitch Solutions. He spent a portion of his career at tier-one investment banks, starting at Salomon Brothers then Citi Global Markets, Bank of America N.A and RBC Capital Markets across Fixed income Trading, Product Management and Product Development functions across London, New York and Toronto.Over the last 9 years, Sage has been driving IHS Markit's expansion into the APAC Fixed Income markets, more recently expanding his responsibilities into IHS Markit's Derivatives business providing solutions addressing challenges and market reforms faced by our customers in today's ever-changing regulatory landscape.

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