Portfolio Valuations
An Independent, Multi-Contributor and Validated Portfolio Valuation and Risk Service
S&P Global Market Intelligence's Portfolio Valuations service is an independent post trade valuation service that differentiates itself through our unique and high-quality market data and client support. We use our industry-leading consensus data to calibrate proprietary implementations of up-to-date pricing models and provide fair values for a range of liquid and illiquid securities, structured products and derivatives.
This fully-hosted service is aimed at institutions that need to improve their current processes, outsource their valuation function or provide a value-added service to their clients. It is designed to fulfill the statutory and policy requirements of investors, regulators and business managers for independent calculation of Net Asset Value (NAV), sensitivities and market risk measures, amongst others.
Gain the clearest view into the OTC derivatives market with our post-trade valuations services for the buy side, fund administrators, asset managers, custodian servicers, corporates, authorities, auditors and banks.
Hosted valuation services:
Comprehensive, easy-to-use solution for intra day, same day, month end through ad-hoc valuation, market risk and stress test reporting
High quality, multi-source data:
Includes 30+ market makers, 4+ major interdealer brokers, and 25+ exchanges
Extensive coverage:
Covers an extensive range of OTC derivatives and cash instruments, including vanilla and exotic structures
Independence:
Unbiased valuations informed by S&P Global models
Dedicated support:
Global and tailored support for clients from a team of derivatives subject matter experts and quantitative analysts
Transparency
into data, pricing, methodologies and controls
Flexible delivery options:
Flexible configuration and delivery options with flat file delivery, a web-based platform and integrated pricing feeds
Customization
and automation options available, including trade translation from client internal systems to S&P Global format
Integration:
OSTTRA, Collateral Manager, EDM, thinkFolio and various other third party platforms
20 million+
Independent valuations
per month
200+
Global staff
440+
Direct clients, representing a universe of several thousand funds
SSAE 18 and ISAE
Audited valuation process
Workflows
- Derivatives Studio - On-demand derivatives calculator for transparent derivatives prices for a variety of use cases
- Initial Margin Calculations - Meet regulation around initial and variation margin with a SIMM calculation solution built into our existing Portfolio Valuations product
- Trade Data Connectivity - Calculate mark-to-market valuations using our automated capture of confirmed OTC derivatives trade information from MarkitSERV
- CPP Connectivity - Obtain OTC cleared prices in a consistent and timely manner from multiple central counterparties with our single interface
- Audit Verification Service - Access content to support audit verification of valuations and risk analytics
Full coverage across portfolio - cash, clearing and OTC Instruments
Thought Leadership and Case Studies
Related Solutions
Experts
S&P Global Market Intelligence
Mila Kuznetsov
Executive Director, Global Head of Derivatives Business Development
S&P Global Market Intelligence
Cristina Grigore
Executive Director, Derivatives Data and Valuations Business Development
S&P Global Market Intelligence
Hiroyuki Yoshizawa
Executive Director, Market Data, Valuations & Analytics
S&P Global Market Intelligence
Chang Hun Lee
Americas Business Development Manager for Derivatives Valuation
S&P Global Market Intelligence
Zaid Shahzadeh
Executive Director, Pricing, Valuation and Reference Data, APAC
Request Follow Up
You're one step closer to unlocking our suite of financial information solutions and services.
Fill out the form so we can connect you to the right person.
We're proud of our recent awards!
- Global Data Provider of the Year, 2024
- Best Outsourcing Provider, 2024
- Best AI-Based Solution for Data Discovery, 2024
- Credit Risk Management Solution of the Year, 2024
And, we delight in supporting our customers with 24x7x365 customer service and a 98% customer service satisfaction rate.
If your company has a current subscription with S&P Global Market Intelligence, you can register as a new user for access to the platform(s) covered by your license at S&P Capital IQ Pro or S&P Capital IQ