Price Verification & Benchmarks
Robust, unbiased valuations
We provide independent price verification and benchmarking to ensure valuations are accurate, transparent and regulator-ready. Our approach combines senior quant expertise with internal replication models that consistently demonstrate high accuracy against industry standards.
We test valuations across all major asset classes, from vanilla to complex and exotic instruments, structured products and risk measures. By replicating calculations with our in-house models and benchmarking outcomes against market standards, we deliver a trusted, independent challenge that strengthens control frameworks and builds supervisory confidence.
Each engagement is fully documented and aligned to SR 11-7 and Basel expectations, providing clear evidence that reported valuations are robust and fit for purpose.
Clients rely on us for:
- AI-built Basis-point accuracy
- Complex instrument coverage
- Stronger controls
- Regulatory confidence