Related Articles
How Finalyse can help
INDEPENDENT VALUATION OF STRUCTURED PRODUCTS AND COMPLEX OTC DERIVATIVES
Getting a fair valuation requires market data, complex models, a robust infrastructure, and a team of highly skilled professionals. Finalyse closely looks at each client’s case to provide a tailor-made service through specific financial models and customized reporting streams.
How does Finalyse address your challenges?
Market data handling
Robust market data process with quality checks is managed through integrated service with a flexible and adaptable data feed.
Best market practices
Using the best market practices, advanced modelling capabilities, and tailored to customer’s specific needs.
Price dispute resolution
- Price discrepancies investigation,
- A detailed report with analysis,
- A deeper investigation with the counterparties can be initiated.
Reporting
Granular and customised reports, ready to interface with your internal systems, with position history and audit trails.
Reconciliation
The dispute resolution versus counterparty prices, acceptance/rejection test, and gap analysis.
Personalised service
Unlike fintech solution providers, we begin with an in-depth evaluation of each client’s case. The account manager accompanies the client along every step.
How does it work in practice?
We begin with an in-depth evaluation of each client’s case. The account manager accompanies the client along every step.
- Pre-studies of the materials provided by clients
- Running a test valuation
- Accurate determination of the As-Is and To-Be business process
- Alignment with expectations and needs of the client at every step
- Service implementation
- Support
Finalyse valuation services team
Finalyse Valuation and Managed Services (FVS) unites dedicated experts in risk management, valuation, reporting and regulatory requirements.
Our consultants are advanced users of multi-purpose programming languages and professional quantitative modellers. The team consists of valuation and financial reporting analysts, BI analysts, software engineers, DBAs, financial engineers, and IT administrators.
Our technical knowledge allows us to implement the most convenient architecture for the clients. We perform a consistent development of the systems to keep them up-to-date and in line with the industry’s best practices, state of the art technology and latest regulatory developments.
Key Features
- A fully outsourced service to valuate the fair price of structured products and complex derivatives independently.
- Daily support: answering all your questions and demands on time.
- Regulatory compliance services linked to structured products and derivatives (EMIR reporting, initial margin SIMM based, SCR stress test for Solvency II).
- Detailed documentation for auditors and regulators, providing complete transparency (no black box).
- Calculation of risk figures: greeks, risk class, VaR, stress testing, P and L explainer.
- Calculation of Synthetic Risk & Reward Indicators (SRRIs) of UCITs.
- A detailed risk and sensitivities report for any structured product.
Ali, Partner at Finalyse, joined Finalyse in 2008 and founded the Valuation Services department.
With 25 years in the financial industry, including senior roles at top European banks, as head of structured products.
Now leading Valuation Services, Ali drives strategy and business development, adapting to market demands and client needs.
He's widely respected at Finalyse as an expert in Structured Products and OTC Derivatives, providing clients with advanced solutions in a dynamic financial landscape.
Guillaume prepares the valuation of structured products and OTC derivatives covering most asset classes. He acts as a Financial Engineer and maintains state-of-the-art pricing and modelling, steering model improvement and performing quality controls.
Guillaume contributed to developing the SIMM methodology's scenario simulations and market rate sensitivities. He implemented the replication valuation model for volatility swaps. He has been in charge of reviewing the methods used to build different issuer curves to improve them and the Solvency II TPT reporting for several clients.
Guillaume is also a CFA Charterholder.
Guillaume has five years of professional experience in the fair value measurement and sensitivities of OTC derivatives and structured products. He investigates our clients’ (FPS and EMIR) requests and reconciliation procedures with counterparties. As a Delivery Manager, he oversees the client deliveries follow-up and internal process improvements planning. Guillaume contributes to developing and maintaining the Finalyse Pricing Platform, creating solutions for the pricing and sensitivity measures (Greeks), valuation and Greeks automatization, EBA stress testing, SCR, FRTB, Margin calculation, backtesting automatization, and CRIF reports updates. His technical expertise covers financial software like Bloomberg and Thomson Reuters Eikon and programming languages like R and VBA.
Pedro has contributed to developing a new valuation tool in Python for the valuation of structured products, OTC derivatives, risk measures, and sensitivity measures. He is responsible for maintaining and developing new functionalities of Finalyse tools, such as the VaR tool.
Pedro gained extensive experience as a Business Analyst building and enhancing software to calculate credit risk and counterparty credit risk.
Client Cases
- Valuation of structured products and complex derivatives on a daily basis.
- Collateral & fair value.
- Scenario analysis and EBA stress tests.
- Decomposition of the multi legs prices (Capital, Option, Margin, Funding spread, etc.).
- Automatic feed via CSV and sftp.
- Reconciliation with counterparty and investigation.
- Valuation of structured products on a daily basis.
- Collateral & unwind.
- Reconciliation with counterparty and investigation.
- SCR calculation.
Finalyse InsuranceFinalyse offers specialized consulting for insurance and pension sectors, focusing on risk management, actuarial modeling, and regulatory compliance. Their services include Solvency II support, IFRS 17 implementation, and climate risk assessments, ensuring robust frameworks and regulatory alignment for institutions. |
Trending Services
Risk Data Analyser
#Regtech
#DigitalTransformation
Risk Appetite Framework for Insurance
#RiskAppetite
#InsuranceRisk
IFRS 17 implementation
#IFRS17
#InsuranceAccounting
Finalyse BankingFinalyse leverages 35+ years of banking expertise to guide you through regulatory challenges with tailored risk solutions. |
Trending Services
AI Fairness Assessment
#ResponsibleAI
#AIFairnessAssessment
CRR3 Validation Toolkit
#CRR3Validation
#RWAStandardizedApproach
FRTB
#FRTBCompliance
#MarketRiskManagement
Finalyse ValuationValuing complex products is both costly and demanding, requiring quality data, advanced models, and expert support. Finalyse Valuation Services are tailored to client needs, ensuring transparency and ongoing collaboration. Our experts analyse and reconcile counterparty prices to explain and document any differences. |
Trending Services
Independent valuation of OTC and structured products
#IndependentValuation
#StructuredProductsValuation
Value at Risk (VaR) Calculation Service
#VaRCalculation
#RiskManagementOutsourcing
EMIR and SFTR Reporting Services
#EMIRSFTRReporting
#SecuritiesFinancingRegulation
Finalyse PublicationsDiscover Finalyse writings, written for you by our experienced consultants, read whitepapers, our RegBrief and blog articles to stay ahead of the trends in the Banking, Insurance and Managed Services world |
Blog
Finalyse’s take on risk-mitigation techniques and the regulatory requirements that they address
Regulatory Brief
A regularly updated catalogue of key financial policy changes, focusing on risk management, reporting, governance, accounting, and trading
Materials
Read Finalyse whitepapers and research materials on trending subjects
Latest Blog Articles
Contents of a Recovery Plan: What European Insurers Can Learn From the Irish Experience (Part 2 of 2)
Contents of a Recovery Plan: What European Insurers Can Learn From the Irish Experience (Part 1 of 2)
Rethinking 'Risk-Free': Managing the Hidden Risks in Long- and Short-Term Insurance Liabilities
About FinalyseOur aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. |
Finalyse CareersUnlock your potential with Finalyse: as risk management pioneers with over 35 years of experience, we provide advisory services and empower clients in making informed decisions. Our mission is to support them in adapting to changes and innovations, contributing to a sustainable and resilient financial system. |
Our Team
Get to know our diverse and multicultural teams, committed to bring new ideas
Why Finalyse
We combine growing fintech expertise, ownership, and a passion for tailored solutions to make a real impact
Career Path
Discover our three business lines and the expert teams delivering smart, reliable support