Risk Management & Valuations

Determine Fair Value with Industry Leading Data

Data Inventory

To explore our data and see samples, request access to our data inventory

Minimise risk impacts

Risk and valuations teams play a critical role in ensuring the stability, compliance and long term success of their institutions. Following the 2008 financial crisis, the Basel Committee on Banking Supervision (BCBS) implemented Basel II, and consequently Basel III frameworks to strengthen the stability and resilience of the global banking system. Since then, we have been working with our clients to find ways in which we can support and enhance the need for stricter capital, liquidity and risk management requirements for banks.

Risk and valuation

Validate the trading team’s diversification strategy.

Spreading investments across different asset classes, instruments and geographic locations reduces the impact of a single adverse event on the entire portfolio. Insight into the market can help you spot where your firm has risk associated with the trading strategy. For this you need a broad view of the market so you can spot areas of weakness. As one of the world’s largest inter-dealer brokers we have a wealth of data to help you form a truly holistic view.

Optimise capital allocation.

Efficient capital allocation minimizes excess capital reserves that could otherwise be deployed for more productive uses. Regulators require financial institutions to hold a minimum amount of capital to ensure solvency and stability. Our Evidential Pricing solutions provide clients with observable, transparent and timely data from our two core brands; ICAP and Tullett Prebon, to help you more effectively manage risk and release capital. It does this by delivering an in-depth view of market activity satisfying your need for level 1 and level 2 pricing so you can release more capital to reinvest.

Increase business resilience through Independent Price Verification (IPV).

Implementing IPV processes helps institutions avoid regulatory fines and penalties that could arise from non-compliance with valuation standards such as Dodd-Frank, Solvency II and EMIR. A robust IPV approach ensures that the valuations of financial instruments are accurate and reflect their true market value, contributing to more precise risk assessment and decision-making. Our data and solutions support and enhance a number of IPV workflows, see information about ClearConsensus™ and Evidential Pricing below.

Feel confident ahead of audits and reviews.

You need to be prepared to provide evidence of the methodologies and the data sources used in your risk and valuation processes. This becomes more difficult, the more complex the assets are so being able to clearly and confidently evidence how your valuations were derived is critical. Our Evidential Pricing, and our Indices are supported with transparent, publicly available methodologies, so that you can be confident during audits or reviews.

Risk and valuations products

Meet fair value

ClearConsensus™

ClearConsensus™ is a transparent and extensible consensus network for independent price verification (IPV) in the over-the-counter derivative markets. Combining our Evidential Pricing with our partner PeerNova’s analytics platform, ClearConsensus helps market participants to meet fair-value accounting requirements.

observable and transparent

Evidential Pricing

Our Evidential Pricing solution combines broker surfaces, committed quotes and transaction data for a representative price. This deeper, broader and more comprehensive view into the markets helps valuations teams with their risk and control processes by delivering comprehensive fair-value data. Currently available for interest rate derivatives, foreign exchange derivatives and bonds.

Enhance your TCA

Trading Analytics Platform

We have built a solution that enables clients to monitor, measure, and uncover insights that assist them with achieving best execution, and in their data driven investing and trading decisions.

Markets we cover

We connect clients to a wealth of over-the-counter market data and solutions that cover all major asset classes.

Credit

Energy & Commodities

Equity derivatives

Fixed Income

Foreign Exchange Derivatives

Inflation

Interest rate derivatives

money markets

Solutions for risk and valuations

To understand the solutions we have to support your workflows, contact one of the team

Latest insights

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SOFR Swaps