EMIR Collateral & Valuation

Confisio-Traiana and Dion

EMIRValuation & Collateral

Repor ting Solution

87 Arch. Makarios III Ave., 2nd floor, 2223, Latsia, Nicosia, Cyprus

p: +357 22003500 | f: +357 22003505

www.confisio-group.com | [email protected]


p: +357 22003500 | f: +357 22003505


EMIR Collateral & Valuation SolutionUnder EMIR Requirements that come into effect on the 11th August 2014, financial and non-financial counterparties are required to provide daily reports on mark-to-market valuations and collateral value. This new requirement puts further strain on business, compliance and IT resources within the organization, detracts them from core activities and incurs both compli-ance and opportunity cost.

Confisios new collateral valuation service is a zero touch end to end and fully automated solution for clients that need to report to the UnaVista Trade Repository (TR) or other TRs. The service is available across all asset classes for exchange traded and OTC derivatives.

To provide our clients with financial reassurance, this unique service is offered at fixed monthly fee for an unlimited number of transactions allowing our clients to substantially reduce the cost of EMIR compliance and benefit from. The new solution will be available across all asset classes for exchange traded and OTC derivatives.

Reduced cost of reporting Fully outsourced regulatory compliance Zero impact to existing infrastructure Zero impact to existing resources Reputational assurance A team of industry specialists with deep experience

Features: Regulatory compliance in-line with the new standards set down by the European Securities and Markets Authority (ESMA). Coverage of both exchange traded and cross asset OTC derivatives. An independent, cross asset OTC valuation engine for liquid and illiquid instruments including; FX, IR, Equities, Commodities and Credit Derivatives. Fully integrated and regulatory recognized libraries for valuation of liquid and illiquid asset Automated process (facilitates creation and completion) flow for the reporting of new-modifications and trade terminations to Trade Repository systems Full validation of data for completeness with transformation of client specific naming conventions into the EMIR required taxonomy. Fully integrated with TRAIANA, the service provides seamless compliance to EMIRs mark to market reporting and collateral computation requirements, driving efficiencies and mitigating operational risk. Fully integrated ready to use financial calculations libraries. Highly knowledgeable team of specialists with rich experience to give you a consistent, accurate and timely service. Comprehensive documentation. The risk reporting incorporates the generic / customized reporting of the derivatives / portfolios for the clients. Ongoing maintenance and amendments of templates as to be in-line with EMIR Reporting and Collateral and Valuation ESMA guidelines. EMIR Advisory. Portability to allow reporting to any Trade Repository.


p: +357 22003500 | f: +357 22003505


Our Mark to Market Approach We aggregate clean market data from difference sources and apply end of day algorithms to arrive at EOD pricing for all non-exchange traded products. As specialists in valuation services for a large pool of liquid and illiquid products we support Mark-to-Model alongside Mark-to Market to enable effective valuation of portfolios across asset classes and currency pairs. For Mark to Model, the service is underpinned by Numerix libraries, the global leader in analytics for all asset classes. This ensures that any new OTC instrument can be added to our valuation capabilities in the least amount of time. Robust and secure underlying technology and automated processes, eliminate operational risk. Utilizing GRID based computing infrastructure, our service is inherently scalable allowing for the computation for millions of trades in a minimal timeframe. Uninterrupted service fully supported to help resolve any discrepancy related to reporting and valuation.

MarketplaceRates

Interest rate OptionMoney

Spot/Forward FXFixed Income

Commodities/EnergyFX Option

InflationCreditLatAM

Booking desks

Data gathered from global offices,covering over 50 countires, and

the full range of asset classes

Problems fixed All datamonitoredagainst setparameters

Global pricing team

Suspicious data reportedand investigated

Test Database> 2 million tests

Qualityassurance

team

Quality assurance and data integrityis at the heart of our process

Live datapublishing

Live datapublishing

End-of-Dayand Intraday

Live DataTullet PrebonInformation

live data centre

Client FTPs

Client Worldwide

EMIR Collateral & Valuation

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