Valuations for OTC markets

Independent Derivatives Valuations (IDV)

We provide independent valuations of the derivatives trades in your portfolio using TP ICAP broker data and robust independent models to support accurate and timely net asset values (NAVs).
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The Parameta Solutions Difference

  • Independent & transparent valuations

    We deliver automated, high‑quality, and independent fair valuations of OTC derivatives and structured product portfolios.

  • Regulatory & accounting compliance

    We help you adhere to strict valuation standards by providing reliable, consistent valuations even in illiquid or bespoke markets.

  • Trusted analytics & market data

    By combining Numerix’s advanced analytics library with a well-maintained market data infrastructure, IDV supports consistent and credible valuation processes.

  • Timely updates

    Valuations are updated hourly for every trade and include a description of market activity that may have affected its price.

  • Multi-asset coverage

    We support independent valuation of both interest rates (fixed float, fixed float cross currency, basis & cross currency basis swaps) as well as FX (spot, outrights, swaps, vanilla options & exotics).

  • Consistent pricing

    Price every instrument consistently with market standards and a transparent methodology using Numerix’s pricing libraries for models and instruments.

Independent valuations for accurate NAVs

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In today’s highly regulated and complex financial markets, transparency is critical to accurate valuations, effective risk management, and regulatory compliance.  Valuing derivative instruments in OTC markets can be extremely challenging due to market illiquidity and the bespoke nature of many structures, which makes sourcing reliable market data difficult.

Parameta’s Independent Derivatives Valuation (IDV) service delivers transparent and independent fair value assessments for OTC derivative instruments and structured product portfolios, helping firms meet their investor, regulatory and accounting obligations with confidence.

We combine high‑quality market data sourced from TP ICAP’s brokerage desks with Numerix’s pricing technology, a leading risk and analytics tech solution, to deliver independent net asset values (NAVs) and support accurate, consistent valuation across your portfolio.

By automating the valuation process, we take the heavy lifting out of portfolio pricing -providing investors, risk teams and regulators with valuations they can rely on.

 

 

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Complete the form and tell us which asset class/instrument you would like to see.

Independent Derivatives Valuations FAQs

How does IDV work?

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We combine high‑quality market data sourced from TP ICAP’s brokerage desks with Numerix’s pricing technology to deliver independent net asset values and support the accurate and consistent valuation of instruments across your portfolio.

Trade data can be submitted in two ways: secure file upload via SFTP or through our user interface. Market data curves and volatility surfaces are then processed through Numerix’s pricing technology to generate robust valuations.

Completed valuations are delivered back to you via SFTP or accessed directly through our intuitive user interface.

Who are Numerix?

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Founded in 1996 and headquartered in New York City, Numerix is the leading provider of advanced pricing and risk analytics for OTC derivatives, structured and fixed income products.

At the core of the Parameta IDV solution is Numerix’s award-winning pricing engine, NxCore™, which offers the industry’s most comprehensive cross-asset library of models—enabling accurate, high-speed, and transparent valuations.

Why is valuing OTC derivatives a challenge?

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Regulated financial institutions that trade derivatives must maintain a robust valuation process to comply with regulatory requirements and accounting standards.

Valuing instruments in OTC markets is particularly challenging due to market illiquidity and the bespoke nature of many structures, which makes sourcing reliable market data difficult.

These challenges are typically addressed either through internal processes or by outsourcing to specialized providers. Demand for independent valuation services continues to grow, driven by increasingly stringent regulatory requirements.

What asset classes do you offer IDV for?

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We provide IDV services for the following asset classes:

Interest Rates

  • Fixed float swaps
  • Fixed float cross currency swaps
  • Basis swaps
  • Cross currency basis swaps

FX

  • Spot FX
  • Outright forwards
  • FX swaps
  • Vanilla options
  • Exotics

If you would like valuation services in additional asset classes, please do not hesitate to contact us.