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Portfolio Valuations

Reduce risk and improve portfolio management with a fully hosted, industry-validated portfolio valuations service

IHS Markit has been serving the buyside since 2005 with our Portfolio Valuations services. We started with vanilla derivative valuations and then extended across asset classes and underlying markets. Today, we cover an extensive range of financial instruments, including complex and illiquid products, vanilla and exotic derivatives, private equity investments, structured notes and cash products. These valuations are distributed via a single platform alongside clearing prices and counterparty marks.

Customers choose our valuation and risk analysis services for the accuracy and transparency of our results, the comprehensive coverage we provide through a single interface, and our expert and timely support across all regions.

We deliver cost-effective solutions for portfolios of any size and composition and can offer reliable same-day turnaround to meet customer needs.

Key benefits:

  • Accuracy – Leverage consensus data from more than 70 banks for calibration of in-house valuation models to market levels, supplemented with data from exchanges, clearing houses and interdealer brokers
  • Dedicated support – Benefit from 24/5 access to a global team of experienced valuation analysts, product specialists and financial engineers, who provide rapid resolutions to queries, confirmation requests and price challenges
  • Reliability – Depend on SSAE 18 and ISAE 3402 Type II audited valuation processes, including market data capture and cleansing, trade loading, valuation tolerance checks, and delivery of results, with any alerts investigated by our analysts, including verification of unexpected P&L movements before results are released to clients
  • Transparency – Gain insight with a complete view of valuation inputs and underlying market data available via the web front end, along with fully documented methodologies, models and valuation processes
  • Flexibility – Customize data snap times, report frequencies, formats and content, as well as fee structures, to fit valuation and business requirements
  • Independent data – Rely on independently sourced market data, with industry standard pricing models built in house and unbiased valuations, as IHS Markit is not involved in the structuring, sale, trading or management of derivatives or securities

Download Portfolio Valuations: Overview

Download Best Execution for OTC Derivatives

Coverage

Customers typically use Portfolio Valuations directly, or to provide these value-added services to their clients for the following:

  • Interest rates – Swaps, caps/floors, swaptions, inflation swaps and exotic structures
  • Equities – Options, indices, dividend, variance, volatility and correlation swaps and other exotic structures
  • Credit – CDS, TRS, indices, options, synthetic CDOs and CLNs
  • Centrally cleared derivatives – Price redistribution agreements with ICE, CME, LCH, JSCC and other central counterparties
  • FX – Spot, forwards, NDFs, FVAs, swaps, options and exotic structures across major and emerging market currencies
  • Commodities – Forwards, swaps and options on physical and financial commodities
  • Structured products – Most types of interest rate, credit, equity, FX and hybrid structures, including TARNs, autocallables and PRDCs
  • Cash products – Evaluated prices for bonds and consensus pricing for loans and structured finance including ABS/MBS products

Customers

  • Agencies
  • Alternative Investment Funds
  • Asset managers
  • Auditors
  • Banks
  • Corporates
  • Custodians
  • Fund administrators
  • Government authorities
  • Hedge funds
  • Insurers
  • Mutual funds
  • Pension funds
  • Regulators
  • Sovereign wealth funds
  • UCITS funds

Events

IHS Markit Event 20 June 2019

Onboarding Accelerator Boston Roundtable

Join us for an engaging discussion on the benefit (...)

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IHS Markit Event 20 June 2019

North American Corporate Actions Forum 2019

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