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
Prior to joining S&P Global, Mila held multiple leadership roles at key financial services organizations such as Sculptor Capital Management where she was the Global Head of Valuations, Citi as a V.P focused on Equity Derivative Valuations, and at Ernst & Young within financial services for clients in Risk Advisory and Derivative Valuations. In her previous roles, she has implemented new pricing and valuation policies and procedures across multi-asset portfolios (equities, fixed income, derivatives, private assets), led valuation automation projects, and reviewed key valuation questions with internal stakeholders (Valuation Committees) and external stakeholders (auditors, regulators, investors).
Mila graduated from Binghamton University's School of Management with a Bachelor of Science in Management, Concentration in Finance, and a Minor in Russian and East European Studies.
S&P Global Market Intelligence
Cristina Grigore
Executive Director, Derivatives Data and Valuations Business Development
Based in London, Cristina is part of the Pricing & Valuation Business Development team, leading our OTC derivatives valuations and collateral suite of solutions. Prior to this role, she led the EMEA Portfolio Valuations client service team and has been with the firm since 2012.
With over 20 years of international work experience Cristina started her career in OTC Derivatives valuations with Bear Stearns in New York and subsequently run the OTC derivatives valuations operations team within JP Morgan Securities Services. Cristina is focused on providing customer driven solutions, implemented through both internal as well as external collaborations and has led several initiatives such as the recent Initial Margin solution, which helps firms achieve compliance with Uncleared Margin Rule (UMR).
Cristina holds an MBA with dual concentration in Finance and Marketing from Syracuse University and is originally from Romania, where she graduated with a degree in International Business from the Academy of Economic Studies.
S&P Global Market Intelligence
Hiroyuki Yoshizawa
Executive Director, Market Data, Valuations & Analytics
Hiroyuki leads the business development for market data, financial-product valuation, and analytics services in Japan.
Financial institutions are facing various data challenges to deal with recent regulatory backdrops. His business offers the solutions for improved and efficient workflow of investment strategy, risk management, regulatory compliance, and accounting correspondence.
Prior to joining IHS Market, now S&P Global Market Intelligence, in 2017, he was a fixed income trader for 25 years in global investment banks to actively traded various products including credit, structured, and emerging market products.
S&P Global Market Intelligence
Chang Hun Lee
Americas Business Development Manager for Derivatives Valuation
Previously, Chang Hun has led Portfolio Valuations' Global Product Services team in North America, providing derivatives expertise, spearheading product enhancement inititatives, and engaging with clients to help meet their needs while monitoring industry developments and trends.
Chang Hun holds a BA in Economics from University of Pennsylvania and MA in Mathematics of Finance from Columbia University.
S&P Global Market Intelligence
Zaid Shahzadeh
Executive Director, Pricing, Valuation and Reference Data, APAC
Joined legacy-IHS Markit in 2014 focusing on OTC derivatives data and solutions in Singapore then Hong Kong. Prior to S&P Global, Zaid worked at Barclays and Morgan Stanley in Singapore and London focusing mainly on the derivatives valuation space.
Zaid holds a Master’s degree in Finance from the University of Strathclyde, United Kingdom.
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