Markit Portfolio Valuations

Markit Portfolio Valuations is an independent, multicontributor, validated service providing post-trade valuation and risk analysis. Using industry-leading consensus data, the service calibrates proprietary implementations of up-to-date pricing models and provides fair values for a range of liquid and illiquid securities, structured products and derivatives. Users have access to view valuation inputs and underlying market data, with fully documented methodologies and models. Valuations are monitored by a team of specialists for consistency and unexpected P&L movements. Portfolio Valuations is designed to fulfill the statutory and policy requirements of investors, regulators and business managers for independent calculation of Net Asset Value, sensitivities and market risk measures.

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