Structured Product Valuations

  • Cost effective fully outsourced service
  • Satisfy requirements under MiFID II, AIFMD, UCITS, IFRS9
  • Equity, fixed income, FX, commodity and credit trades all supported

Nextval is FVC's cutting-edge independent valuations service covering derivatives and structured products.

The steady increase in more stringent regulatory and accounting requirements means the need for reliable and accurate independent valuations has never been greater. Clients use our services to satisfy UCITS, AIFMD and MiFID II. FVC has many years' experience in providing valuations services for major banks, other asset managers and administration companies. Our current coverage includes equity, commodities, FX, fixed income, and credit-linked.

Nextval combines efficient, flexible and competitive valuation of derivatives and structured products with market-leading financial models, cloud-based technological infrastructure and highly sophisticated online reporting capabilities. The service is powered by analytics which are a combination of in-house models and those from the Numerix library.

Accurate and comprehensive market data is critical to valuations and FVC calculates its own pricing curves daily. We have sophisticated methods to aggregate pricing information from different sources for underlying assets and issuer credit risk in order to increase accuracy and reliability. Our methods are enhanced by the active contact we have with many market participants.

Clients submit to us a portfolio of instruments for which we generate valuations on an agreed frequency, typically daily or monthly. Valuations are performed overnight and delivered the following morning by email and uploaded onto the client account on the web portal.

We believe the way we interact with clients sets us apart from our competitors. Full support is an important part of the service in order to achieve the purpose of reconciliation of any differences between our supplied valuations and any primary valuations the client is receiving. We work quickly to help clients with their issue resolution and a team of experienced analysts are always available to resolve any problems.


For more information about our independent valuation service please contact us .

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