[{"id":"9617","title":"Model Validation","industries":"For Banking, For Insurance","tags":"Credit Risk, Model Validation, ALM, Market Risk","content1":"<ul><\/ul>\nHow confident are you that your IRB models show you what you need to see and that your regulator will agree?\n\n","content2":"<p>Finalyse\u2019s \u2018Model Validation\u2019 service determines whether the models supporting your credit decisions and the monitoring framework that assures their reliability are methodologically sound and compliant with relevant regulations such as Basel III or your internal standards. In addition, this service provides you with a comparison to industry best practices. The resulting \u2018Validation Report\u2019 gives you an independent and detailed assessment of your models and the related infrastructure. It identifies the strong and weak points of your models, their fit to your environment and actions for improvement. You will benefit from the sound track record of Finalyse of more than 20 successful projects in regulatory and internal compliance gap analysis; qualitative and quantitative analysis of existing scorecards, PD, LGD, EAD\/CF and other models.<\/p>","benefits":"<ul><li>Identification of major model weaknesses\/enhancement possibilities<\/li><li>Identification of gaps vs. regulatory\/internal requirements PLUS ready-made materials for regulators and\/or internal audit<\/li><li>Mitigation of model risks<\/li><li>Getting best practice benchmarks<\/li><li>Placing the bank\u2019s models within the model landscape of the industry<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_CredRiskModVal.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p>\n<p>&nbsp;<\/p>","additional_class":"cloud","url_title":"model-validation","tile_size":"1","plus_link":""},{"id":"9616","title":"Credit Risk Modelling Toolkit","industries":"For Banking","tags":"Credit Risk, Modelling","content1":"Control your model risk with the right tool to develop and validate models, bridge the talent gap and reduce implementation risks","content2":"<p>Tailored to your modelling methodologies and business&nbsp;requirements, the credit risk modelling toolkit provides a flexible platform to support your model development and validation teams (whether centralized or distributed across countries) to create compliant PD, LGD and EAD\/CF models built on SAS Enterprise Miner. This enables you to save time from model request to implementation, and reduces models risks such as non-compliance with internal and regulatory requirements, misspecification, poor documentation, or limited modelling experience. The resulting model code can be version-controlled and implemented without additional work or used to validate implementation. It is a transparent, customized environment that builds on decades of expertise and experience in modelling and SAS development accumulated at Finalyse.<\/p>","benefits":"<div><ul><li>Reduces model risk, cost and time of development and maintenance&nbsp;<\/li><li>Same toolkit for all modellers and validators&nbsp;<\/li><li>Common interpretation of methodology and guaranteed compliance&nbsp;<\/li><li>Flexible use of nodes in workflows&nbsp;<\/li><li>Transparent challenge of standard methodology&nbsp;<\/li><li>Easy to learn and roll-out<\/li><\/ul><p><\/p><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_CredRiskModTK.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"desert","url_title":"credit-risk-modelling-toolkit","tile_size":"1","plus_link":""},{"id":"9620","title":"Operational Risk","industries":"For Banking","tags":"Operational Risk, Business Process, Model Validation","content1":"Operational Risk Management \u2013 done well \u2013 can save your job and more","content2":"<p>Thinking that operational risk management is pointless or not good value for your time and money might cost you your job or worse. Doing it well can bring business benefits today, but only if it goes beyond just compliance and capital calculation. Surprisingly, a \u201czero tolerance\u201d policy for operational risk invites catastrophic losses.<\/p>\n<p><\/p>","benefits":"<ul><li>Avoid mistakes like a \u201czero tolerance\u201d policy for operational risk<\/li><li>Complex treatment of all aspects of your ORM framework<\/li><li>You decide if we should help your team or get the work done for you<\/li><li>You decide how simple or complex your ORM framework should be (pragmatic approach)<\/li><li>You do not have to aim for AMA to benefit from talking to us<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_operationalrisk.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p>","additional_class":"frost","url_title":"operational-risk","tile_size":"1","plus_link":""},{"id":"9567","title":"IFRS 17 & IFRS 9","industries":"For Insurance","tags":"ALM, Modelling, IFRS, Disclosure, Reporting, Hedging","content1":"<div>Bring the two standards into line and apply them together&nbsp;<\/div>\n<div><\/div>","content2":"<p>The final standard IFRS 17: Insurance Contracts will apply as from 1 January 2021, with the objective to align the global frameworks of accounting standards for insurance policies. The new standard is likely to affect many areas beyond financial reporting, such as actuarial models, IT systems, taxation, product design, business strategies and remuneration.&nbsp; The long lead time until January 2021 indicates the high complexity of implementation and should not be underestimated.&nbsp;<\/p>\n<p>Noticeably, the temporary exemption from IFRS 9 allows to bring the two standards into line and apply them together as from January 2021. <\/p>\n<p>Finalyse offers its experience in the parallel implementation of both standards.&nbsp;<\/p>\n<p><b>We propose comprehensive yet pragmatic solutions for major challenges your teams will encounter<\/b>:<\/p>\n<div><div><ul><li>IFRS Balance sheet management<\/li><li>Building tools for investment decision<\/li><li>Upgrading accounting systems<\/li><li>Delegating non-core modelling activities<\/li><\/ul><\/div><\/div>","benefits":"<div><ul><li>Manage your IFRS balance sheet to minimize accounting mismatch<\/li><li>Monitor of the economic value of your portfolios and their exposure to Interest Rate Risk<\/li><li>Build a bridge between Finance and Risk Management through process implementation<\/li><li>Leverage on credit risk modelling approaches used by banking industry<\/li><\/ul><\/div>\n<div><\/div>","additional_class":"glass","url_title":"ifrs-17-ifrs-9","tile_size":"1","plus_link":""},{"id":"9555","title":"IFRS 9 - Classification and Measurement","industries":"For Banking, For Insurance, For Asset Management, For Corporates","tags":"IFRS, Business Process, Valuation, Credit Risk, Disclosure","content1":"Accounting classification of Fixed Income instruments will be highly modified by the application of IFRS 9\n<div><\/div>","content2":"<div><p>To be applied as from January 2018, IFRS 9 replaces the previous IAS 39 standards.<\/p><\/div>\n<div><p>Under the new standard, any fixed income instrument could be subject to three different measurement methods, leading to different impacts in the P&amp;L statement. The categorization will follow a decision tree process based on both portfolio\u2019s business model and instrument\u2019s payoff.&nbsp;<\/p><\/div>\n<div><\/div>\n<div><p>Finalyse can assist you in creating an investment canvas for all new investments, based on a series of quantitative and qualitative criteria, implemented in the reporting streams of your dealing room &amp; portfolio administration system.<\/p><\/div>\n<div><\/div>","benefits":"<div><ul><li>Update your investment guidelines with regards to IFRS 9 requirements<\/li><li>Implement a process of quantitative and qualitative assessment of the classification criteria<\/li><li>Anticipate profit and loss variability thanks to appropriate use of the Fair Value through Other Comprehensive Income classification<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_IFRS9CM.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>\n<div><\/div>","additional_class":"paint","url_title":"ifrs-9-classification-and-measurement","tile_size":"1","plus_link":""},{"id":"9557","title":"IFRS 9 - Impairment Model","industries":"For Banking, For Insurance, For Asset Management, For Corporates","tags":"Credit Risk, IFRS, Modelling, Disclosure, Model Validation","content1":"The new impairment model will impact investment decisions and create additional challenges in your accounting, modelling and reporting functions\n\n","content2":"<div><p>To be applied as from January 2018, IFRS 9 replaces the previous IAS 39 standards.<\/p><\/div>\n<p>The new impairment methodology is forward-looking, requiring the reporting entity to report the changes in credit risk of financial institutions in a consistent way with the credit risk measurement methods. Particularly, banks will move from 1-year Expected Credit Loss (ECL) to Lifetime Expected Credit Loss (LECL).&nbsp;<\/p>\n<p>We can assist you in bringing our expertise in Risk Management in the field of Credit Modelling, Accounting and Performance Measurement by implementing the 3-stage model in your computational and reporting streams, to fulfill IFRS 9 requirements in a timely manner.<\/p>\n<div><\/div>","benefits":"<div><ul><li>Guidance in the implementation of the 3-stage model for impairments<\/li><li>Proven know-how in credit risk measurement and advanced modelling techniques delivered by seasoned experts<\/li><li>Assistance in building a robust reporting stream for the disclosures of your loan loss allowances<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_IFRS9NIM.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>\n<div><\/div>","additional_class":"paper","url_title":"ifrs-9-impairment-model","tile_size":"1","plus_link":""},{"id":"9621","title":"Risk Process Improvement","industries":"For Banking, For Insurance, For Asset Management","tags":"Operational Risk, Business Process, Credit Risk, Data Management","content1":"Streamlining risk processes in order to achieve cost savings, improve output quality and ameliorate time management","content2":"<p style=\"text-align: justify; \">Many risk processes were not designed or engineered; they evolved over time. Risk architectures have grown organically over the years to follow the growth of the business and to accommodate the ever increasing needs of control authorities. New requirements are often resolved by adding layers to a risk framework that becomes inevitably more complex and less efficient. Duplicate data, redundant checking, manual workarounds, reformatting, investigating discrepancies and many other mundane tasks are some examples. As a result, many risk professionals are not able to focus on what matters most: analysing the risks, unearthing patterns or trends and sending the right signals to the executives. This service aims at streamlining risk processes in order to achieve cost savings, improve output quality and boost time management.<\/p>\n<p>&nbsp;<\/p>","benefits":"<div><ul><li>Cut delivery times<\/li><li>Reduce cost and raise quality&nbsp;<\/li><li>Optimize the whole value chain&nbsp;<\/li><li>Redeploy the skills of risk and finance professionals&nbsp;<\/li><li>Improve the control on the inputs&nbsp;<\/li><li>Increase flexibility and responsiveness&nbsp;&nbsp;<\/li><li>Ensure robustness, durability and scalability&nbsp;&nbsp;<\/li><li>Improve communication and governance<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_RPI.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"glass","url_title":"risk-process-improvement","tile_size":"1","plus_link":""},{"id":"9615","title":"Stress testing","industries":"For Banking, For Insurance","tags":"Operational Risk, Business Process, Credit Risk, ALM","content1":"Worried about the quality of your stress testing models?","content2":"<div><p>The requirements for stress testing are more and more stringent, leading to gaps in models and methodologies.<\/p>\n<p>Through our service, clients obtain a sound stress testing infrastructure with advanced tools based on industries\u2019 best practices. Finalyse develops advanced statistical stress testing models which are usually complemented with business expertise leading to broad acceptance within the business.<\/p>\n<p><\/p><\/div>\n<div><\/div>","benefits":"<ul><li>Identification of model enhancement possibilities&nbsp;<\/li><li>Identification of portfolio dynamics and portfolio weaknesses in extreme but plausible events&nbsp;<\/li><li>Scenario design&nbsp;<\/li><li>Identification of concealed correlations in portfolio&nbsp;<\/li><li>Supporting the Internal Capital Adequacy Assessment Process&nbsp;<\/li><li>Meeting regulatory requirements&nbsp;<\/li><li>Sound governance and processes around stress testing&nbsp;<\/li><li>Ready-made materials for model validation and business users<\/li><\/ul>\n<p>&nbsp;<a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_Stress.Test.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p>","additional_class":"sand","url_title":"stress-testing","tile_size":"1","plus_link":""},{"id":"9564","title":"EMIR - Impact Assessment","industries":"For Banking, For Insurance, For Asset Management, For Corporates","tags":"Reporting, OTC derivatives, Valuation","content1":"Assessment of the current position of your organisation with regards to the regulatory changes instigated by EMIR&nbsp;","content2":"<p>Finalyse can provide you with support in becoming EMIR compliant by assessing the impact of EMIR on your organisation, whether you are a Financial Counterparty (FC) or a Non-Financial Counterparty (NFC), above or below threshold.<\/p>\n<p>&nbsp;<\/p>","benefits":"<p>We deliver:<\/p>\n<p>&nbsp;<\/p>\n<ul><li>A summary of EMIR regulation constraints for your organisation<\/li><li>A summary of the major findings of the pre-study (impact on your policies, processes and IT)<\/li><li>A synthesis of all the requirements expressed by the different stakeholders<\/li><li>A project brief including a high level planning (the way forward)<\/li><li>An inventory of the identified risks and issues to take into account<\/li><li>A robust solution for the EMIR requirements on Derivatives transactions, through an&nbsp;<a href=\"http:\/\/www.finalyse.com\/our-expertise\/regulatory-compliance\/emir-reporting-solution\/\" title=\"Opens internal link in new window\" data-htmlarea-external=\"1\" class=\"external-link-new-window\">automated reporting tool<\/a><\/li><\/ul>","additional_class":"wall","url_title":"emir-impact-assessment","tile_size":"1","plus_link":""},{"id":"9618","title":"Behavioural Risk on Mortgage Loans","industries":"For Banking, For Insurance","tags":"Modelling, ALM","content1":"Early prepayments do not depend solely on profit-seeking decisions.\nDo you monitor and anticipate behavioural cash flows ?","content2":"<p>Fixed rate mortgage with constant annuity is a common combination of robust assets for a bank or an insurance company. However, such an investment solution is not free of risk: in case of downward movement in interest rates, the mortgagor would be inclined to refinance his loan to obtain a reduced level of monthly instalment or a reduced maturity. Finalyse proposes a statistical methodology enabling the issuer to capture the prepayment activity on his loans portfolio, resulting from either profit seeking or social events.<\/p>","benefits":"<ul><li>Identify the sources of prepayment risk&nbsp;<\/li><li>Quantify the effect of each source of&nbsp; prepayment risk, through: <ul><li>Basic model: portfolio replication&nbsp; &nbsp;<\/li><li>Advanced model: survival analysis&nbsp;&nbsp;<\/li><\/ul><\/li><li>Identify time-frames with higher and unexplained prepayment activity&nbsp;<\/li><li>Quantify the future expected effect of prepayment activity on a predefined mortgage portfolio&nbsp;&nbsp;<\/li><li>Establish a correct Fair Value of any mortgage-linked security\/asset.<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_BehRisk.Mortgage.pdf\" class=\"external-link-new-window\" title=\"Opens external link in new window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p>","additional_class":"wood","url_title":"behavioural-risk-on-mortgage-loans","tile_size":"1","plus_link":""},{"id":"9556","title":"FRTB","industries":"For Banking","tags":"Model Validation, Market Risk, Modelling","content1":"The revised SA and IMA will be soon required by FRTB. Have you defined your approach ?","content2":"<p>The new capital requirements for Market Risk (originated from FRTB) brings profound requirements to the Banking industry to be applied as from January 2019. From a more risk sensitive Standardised Approach (SBA) to an Internal Models Approach (IMA) based on Expected Shortfall risk rather than VaR, FRTB presents complex and costly challenges.&nbsp;<\/p>\n<p>Our service looks at both these revised approaches and provides an ease of mind to those in charge of deciding and\/or implementing them.&nbsp;<\/p>\n<p>We also provide a stand-alone &quot;SBA&quot; Solution, that you can use as calculation tool or a benchmark validation service.<\/p>\n<p>&nbsp;<\/p>\n<div><\/div>","benefits":"<div><ul><li>Identification of gaps versus regulatory\/internal requirements&nbsp;<\/li><li>Definition and guidance about the new scope of the Trading Book<\/li><li>Cost-benefit analysis between the SA and IMA<\/li><li>Monitoring of the implementation regarding the regulatory agenda<\/li><li>Solution for calculating market risk capital charge under SBA<\/li><li>Valuation models for regulatory trading book sensitivities<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_FRTB.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"water","url_title":"frtb","tile_size":"1","plus_link":""},{"id":"9563","title":"BCBS 239","industries":"For Banking","tags":"Data Management, Business Process","content1":"Principles for effective Risk Data Aggregation, IT Infrastructure and Governance: turn regulatory obligation to operational and strategic benefits","content2":"<p>The Basel Committee of Banking Supervision has released the BCBS 239 regulation with the objective of creating a more robust data framework for banks. The exact scope of application is to be determined by the bank itself, since the principles\u2019 formulation&nbsp; leaves room for interpretation.&nbsp;&nbsp;<\/p>\n<p>We provide tailor-made support to tackle the 3 dimensions of BCBS 239: ITInfrastructure, Governance, Risk data aggregation. We perform, through the Data Dictionary, an assessment on the completeness and correctness of the data provided with respect to the internal and\/or binding requirements. This step is followed by the Data Delivery Process which gives an overview of the data workflows, from the legacy systems to the department responsible for the data until the end-user. Finally we offer our Finalyse Data Management Platform, which is designed for an efficient and transparent data management process and allows to drill down any kind of risk figures.<\/p>","benefits":"<div><ul><li>Better risk management due to better reporting capabilities based on higher data quality<\/li><li>Roles and Responsibilities are in place &amp; final reporting based on signed off data&nbsp;&nbsp;<\/li><li>No more redundant data transfers and less workloads &amp; data manipulation&nbsp;<\/li><li>Moreclarity, comprehension and cohesion across the departments&nbsp;<\/li><li>Robust Data Governance for internal\/external audits<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_BCBS239.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"cloud","url_title":"bcbs-239","tile_size":"1","plus_link":""},{"id":"9562","title":"MiFID\/MiFIR","industries":"For Banking, For Asset Management","tags":"Reporting, Disclosure","content1":"MiFID II \/ MiFIR has considerable influence on the market infrastructure, with the optimization of the reporting process for market transparency.\n\n","content2":"<div><p>Initiated in 2014, MiFID will officially enter into force in 2018. The objective of this directive is to reach a safer, sounder, more transparent and more responsible financial system and a more integrated, efficient and competitive EU financial market. Independent advisers receiving\/giving third party feed, commissions or other monetary benefits will be banned.&nbsp; The directive aims to improve investors protection by rising transparency standards for market actors. <\/p>\n<p>Finalyse ensures your compliance with the requirements of MiFID II and MiFIR thanks to its experience in project management, data management, and regulatory reporting implementation.<\/p><\/div>","benefits":"<div><ul><li>Identification of the most important areas in the existing business model for optimization of processes in terms of the requirements for market transparency, reliability and the highest degree of professionalism&nbsp;<\/li><li>Strengthened internal corporate governance due to increased requirements for knowledge of financial advisory service providers&nbsp;<\/li><li>Leverage on best practices based on Finalyse\u2019s successful projects and experience<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_MiFIDMiFIR.pdf\" class=\"external-link-new-window\" title=\"Opens external link in new window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"glass","url_title":"mifid-mifir","tile_size":"1","plus_link":""},{"id":"9558","title":"IRRBB","industries":"For Banking","tags":"ALM, Hedging, Modelling, Model Validation","content1":"The regulatory landscape for IRRBB is rapidly changing. Are you up to date?","content2":"<div><p>We create trust and confidence between market participamts and hrlp them with ther regu compli duties<\/p>\n<p>From the EBA guidelines in force to the novel BCBS standards issued, IRRBB presents new challenges impacting your Banking Book. Having a second look at your processes dealing with identification, measurement, monitoring and controlling has thus become increasingly important.&nbsp; Our IRRBB service is a comprehensive modular approach guaranteeing compliance and addressing data, analytics, modelling and reporting issues. It extends from identifying the IR risks in the Banking Book and assessing the potential gaps, to designing measurement and monitoring solutions. In addition, it tackles the automation of risk processes, the framing of effective internal controls and the design of management information systems, ensuring a strong comprehensive governance of IRRBB.<\/p><\/div>\n<div><\/div>\n<div><\/div>","benefits":"<div><ul><li>Identification of gaps versus regulatory\/internal requirements&nbsp;<\/li><li>Solid and transparent IRRBB management&nbsp;<\/li><li>Better analysis of balance sheet dynamics and superior capital allocation&nbsp;<\/li><li>Time and effort efficient processes, minimising operational risks and reducing cost&nbsp;<\/li><li>Increased control over, and ownership of risk data<\/li><\/ul><p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_IRRBB.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">Download the brochure<\/a><\/p><\/div>","additional_class":"sand","url_title":"irrbb","tile_size":"1","plus_link":""},{"id":"9623","title":"Market Risk Management for Insurance","industries":"For Insurance","tags":"ALM, Market Risk, Modelling, Valuation, Hedging","content1":"Agile and comprehensive assessment of your capital requirements for market risks","content2":"<div><p>Market risk has become a focus of attention due to ever-growing regulatory complexity and business impact. Financial markets volatility requires a high level of reactivity to capture its effects on the capital required for the SCR Market Risk.<\/p><\/div>\n<div><p>Finalyse Market Risk Management for the Insurance industry leverages on our interdisciplinary experience with ALM, Market Risk management and Solvency II, stemming from:<\/p><\/div>\n<div><p>&nbsp;<\/p>\n<ul><li>Assessment and gap analysis of existing processes with market best practices and regulation<\/li><li>Advisory activities on advanced topics (e.g. stress-testing of structured products, devising of risk-mitigation measures)<\/li><li>Elaboration of a dynamic tool allowing to assess your current and prospective SCR market risk rapidly&nbsp;<\/li><\/ul><\/div>","benefits":"<p>&nbsp;<\/p>\n<ul><li>Short reaction time to changes in market conditions and their impact on your SCR<\/li><li>Comprehensive identification and quantification of the market risks on your balance sheet<\/li><li>Link with ALM best practices in Market risk management and hedging<\/li><\/ul>\n<p><a href=\"http:\/\/www.finalyse.com\/fileadmin\/content\/One-pagers\/Finalyse_MRMI.pdf\" class=\"external-link-new-window\" data-htmlarea-external=\"1\">&nbsp;Download the brochure<\/a><\/p>\n<p>&nbsp;<\/p>","additional_class":"wood","url_title":"market-risk-management-for-insurance","tile_size":"1","plus_link":""},{"id":"9613","title":"OTC Derivatives and Structured Products Valuation","industries":"For Banking, For Insurance, For Asset Management, For Corporates","tags":"OTC derivatives","content1":"<div>\n<ul><li>Accurate<\/li><li>Tailor-made<\/li><li>Independent&nbsp;<\/li><\/ul>\n<\/div>\n<div><\/div>\n<div><\/div>\n<div><\/div>","content2":"<p>A transparent, auditable and independent valuation service for OTC derivatives and structured products. During the whole process, close interaction, proximity and full transparency guarantee that customers\u2019 needs are fully met. <\/p>\n<p>Finalyse\u2019s team of financial experts analyses and reconciles prices from counterparties on an ongoing basis in order to explain and document pricing differences. Finalyse provides prices, full analysis reports, stress tests, greeks, margin calculation and value at risk.<\/p>\n<p><a href=\"http:\/\/www.finalyse.com\/our-expertise\/finalyse-valuation-services\/\" title=\"Opens internal link in current window\" data-htmlarea-external=\"1\">See full offer<\/a><\/p>","benefits":"<div><ul><li>Best-practice valuation of derivatives and structured products of any complexity<\/li><li>Periodic reporting of values and sensitivities<\/li><li>High level of service<\/li><li>Fully transparent and auditable<\/li><li>Fast reaction time to any pricing request from clients<\/li><li>Tailor-made and cost-effective<\/li><li>Competitive prices<\/li><li>Certification ISAE3402 (SAS70)<\/li><li>Full documented reporting available<\/li><li>Full support\/reconciliation with counterparty prices<\/li><li>Reporting can be integrated into your system via SFTP<\/li><li>Auditable and transparent Pricing Service<\/li><li>Reconciliation &amp; Assistance in case of dispute<\/li><\/ul><\/div>","additional_class":"paint","url_title":"otc-derivatives-and-structured-products-valuation","tile_size":"1","plus_link":""}]