Net Asset Value | Independent Price verification

Alveo’s cloud based market data management solution offers a comprehensive and accurate system for portfolio Net Asset Value (NAV) creation and Independent Price Verification (IPV) of trading books, funds, or collateral. Our unique structured approach to securing high-quality market data and validated price information has proven to be highly effective for many of the world’s most notable financial services firms.

35+

Integrated price data sources in our library

1B+

Financial objects supported with ability to scale exponentially

300k

Ever growing number of mapping rules

Data lineage to trace back valuation prices to underlying data sources

Off the shelf integration with a large range of data providers

Data quality dashboards, usage tracking and off-the-shelf integration with analytical libraries

Price comparison

Quickly flag implausable movements or anomalies

Independent price verification includes comparing front office prices to externally sourced prices, investigating anomalies, and tracking data lineage. It typically involves using a vendor, exchange, or market maker source, pricing hierarchies and business rules to flag implausible movements or other anomalies.

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Valuation adjustments

Adjusting fair value to get prudent results

Fair value prices can be adjusted to come to an ‘all-in costing’ or prudent valuation. These adjustments include reflecting the credit risk of the counterparty, the funding costs, and liquidity. It can involve gauging liquidity to confidence intervals on exit price and, for example, using corporate bond and CDS data for counterparty credit risk.

Free whitepaper download

Our unique structured approach to securing high-quality market data and validated price information has proven to be highly effective for many of the world’s most notable financial services firms.