Pricing/Valuations process involves Real-time and EOD Capture of prices from various vendors, instant valuation of portfolios and Convert different vendor prices into standard formats. It also entails generating a valuations control report and creating a library for tolerances across asset classes.

Data Insertion

Capture prices from different Market Data Provider, Capture the market conventions and static data for Fixed Income securities (Par Value Etc.), Collect underlying details for OTC products, Collect prices of different types/time stamps as per the valuation policy.

Data Processing

Standardize the prices received from different Market Data Providers, Compare the prices received against the tolerances, Prepare the uploadable formats for Accounting/Risk Systems,Perform Checks with previous day Prices, Perform valuations for OTC Products.

Data Representation

Pricing report specifying Instrument type, Price type, Time Stamp Etc., Valuations Control Report specifying Controls run, alternative sources available, Tolerance Breach etc.