Markit Fair Value

Markit Fair Value provides independent daily fair value adjustment factors and prices on global equity and fixed income securities outside of active trading hours. The service uses the statistical relationship between a security’s price and other observable data to calculate the best estimate of price outside of active trading hours. Markit’s fair value calculation snap times include the close of major markets worldwide, as well as custom snap times tailored to client requirements. Our pricing model considers thousands of different macroeconomic, sector, regional and entity-specific factors, and daily
model calibration optimises the accuracy of the fair value estimation.

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