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| Pricing Data |
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Pricing Data
Challenges
- Ad-hoc method of collation and storing data resulting in errors and delays of dispersion
- Need to reconcile static data application records with third-party databases like MarkIT
- Identifying data discrepancies to reduce P&L loss on positions and exposure
Solution
- Polling traders for marks & aggregating such information across every unique security within the portfolio, across regions & product types
- Compiling incoming client valuation requests and joining each request to the pricing table, creating a fully priced portfolio
- Data crawlers to mine trustee websites for shortfall and reimbursement information located on the trustee statements
- Collating fund valuations / NAV updates from internal sources & third party market data providers
- Ensuring the availability of the daily valuations on client websites by uploading the information across products
- Research on Stale Curves, Issuer Ratings, Recovery Rate Reconciliation and Reference Obligation Breaks
- Present accurate assessment of competitive landscape focused on dynamic price changes affected by factors like seasonal price changes
Benefits
- Metrics to help identify errors in the systems and provide appropriate resolution to resolve errors
- Higher accuracy booking of trades, reducing operational risks
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