Portfolio Valuations

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An independent, multi-contributor and validated portfolio valuation and risk service

S&P Global Market Intelligence's Portfolio Valuations service is an independent post trade valuation service that differentiates itself through our unique and high-quality market data and client support. We use our industry-leading consensus data to calibrate proprietary implementations of up-to-date pricing models and provide fair values for a range of liquid and illiquid securities, structured products and derivatives.

This fully-hosted service is aimed at institutions that need to improve their current processes, outsource their valuation function or provide a value-added service to their clients. It is designed to fulfill the statutory and policy requirements of investors, regulators and business managers for independent calculation of Net Asset Value (NAV), sensitivities and market risk measures, amongst others.

Gain the clearest view into the OTC derivatives market with our post-trade valuations services for the buy side, fund administrators, asset managers, custodian servicers, corporates, authorities, auditors and banks.

Hosted valuation services: Comprehensive, easy-to-use solution for intra day, same day, month end through ad-hoc valuation, market risk and stress test reporting
High quality, multi-source data: Includes 30+ market makers, 4+ major interdealer brokers, and 25+ exchanges
Extensive coverage: Covers an extensive range of OTC derivatives and cash instruments, including vanilla and exotic structures
Independence: Unbiased valuations informed by S&P models
Dedicated Support: Global and tailored support for clients from a team of derivatives subject matter experts and quantitative analysts
Transparency into data, pricing, methodologies and controls
Flexible delivery options: Flexible configuration and delivery options with flat file delivery, a web-based platform, integrated pricing feeds
Customization and automation options available, including trade translation from client internal systems to S&P format
Integration: OSTTRA, Collateral Manager, EDM, thinkFolio and various other Third Party Platforms

Learn more about our Valuation and Risk Services

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20 million+

Independent valuations per month

200+

Global staff

440+

Direct clients, representing a universe of several thousand funds

SSAE 18 and ISAE

Audited valuation process

Meet your workflow, reporting and regulatory needs with our secure valuation services

Derivatives Studio - On-demand derivatives calculator for transparent derivatives prices for a variety of use cases
Initial Margin Calculations - Meet regulation around initial and variation margin with a SIMM calculation solution built into our existing Portfolio Valuations product
Trade Data Connectivity - Calculate mark-to-market valuations using our automated capture of confirmed OTC derivatives trade information from MarkitSERV
CPP Connectivity - Obtain OTC cleared prices in a consistent and timely manner from multiple central counterparties with our single interface
Audit Verification Service - Access content to support audit verification of valuations and risk analytics

Resources

Full coverage across portfolio - cash, clearing and OTC Instruments

Thought Leadership and Case Studies

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Totem

Get high quality, independent mark-to-market prices to support your risk management and product control functions

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Private Market Portfolio Valuations

Access independent private equity valuation services and performance reporting solutions

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OTC Derivatives Data

Optimize trades and valuations with premium quality, multi-sourced curve and volatility data for over-the-counter derivatives

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Hosted Risk Service

Secure web-based platform future-proofed for evolving valuation adjustments and regulatory capital calculations needs

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Experts

Mila Kuznetsov

Prior to joining S&P Global, Mila held multiple leadership roles at key financial services organizations such as Sculptor Capital Management where she was the Global Head of Valuations, Citi as a V.P focused on Equity Derivative Valuations, and at Ernst & Young within financial services for clients in Risk Advisory and Derivative Valuations. In her previous roles, she has implemented new pricing and valuation policies and procedures across multi-asset portfolios (equities, fixed income, derivatives, private assets), led valuation automation projects, and reviewed key valuation questions with internal stakeholders (Valuation Committees) and external stakeholders (auditors, regulators, investors).Mila graduated from Binghamton University's School of Management with a Bachelor of Science in Management, Concentration in Finance, and a Minor in Russian and East European Studies.

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Cristina Grigore

Based in London, Cristina is part of the Pricing & Valuation Business Development team, leading our OTC derivatives valuations and collateral suite of solutions. Prior to this role, she led the EMEA Portfolio Valuations client service team and has been with the firm since 2012.With over 20 years of international work experience Cristina started her career in OTC Derivatives valuations with Bear Stearns in New York and subsequently run the OTC derivatives valuations operations team within JP Morgan Securities Services. Cristina is focused on providing customer driven solutions, implemented through both internal as well as external collaborations and has led several initiatives such as the recent Initial Margin solution, which helps firms achieve compliance with Uncleared Margin Rule (UMR).Cristina holds an MBA with dual concentration in Finance and Marketing from Syracuse University and is originally from Romania, where she graduated with a degree in International Business from the Academy of Economic Studies.

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Hiroyuki Yoshizawa

Hiroyuki leads the business development across fixed income pricing, derivative valuation service, illiquid asset valuation, and financial data solution.His business offers the solutions to risk management, regulatory compliance and accounting correspondence that are facing liquidity data challenge of financial instruments under recent circumstances. He is also involved in many discussions of data approach investment strategy.Prior to joining S&P Global, he had been a fixed income trader for 25 years in international banks and actively traded various credit, structured, and emerging market products.

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Chang Hun Lee

Previously, Chang Hun has led Portfolio Valuations' Global Product Services team in North America, providing derivatives expertise, spearheading product enhancement inititatives, and engaging with clients to help meet their needs while monitoring industry developments and trends. Chang Hun holds a BA in Economics from University of Pennsylvania and MA in Mathematics of Finance from Columbia University.

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Zaid Shahzadeh

Joined legacy-IHS Markit in 2014 focusing on OTC derivatives data and solutions in Singapore then Hong Kong. Prior to S&P Global, Zaid worked at Barclays and Morgan Stanley in Singapore and London focusing mainly on the derivatives valuation space. Zaid holds a Master’s degree in Finance from the University of Strathclyde, United Kingdom.

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Portfolio Valuations

An independent, multi-contributor and validated portfolio valuation and risk service

20 million+

Independent valuations per month

200+

Global staff

440+

Direct clients, representing a universe of several thousand funds

SSAE 18 and ISAE

Audited valuation process

Meet your workflow, reporting and regulatory needs with our secure valuation services

Resources

Full coverage across portfolio - cash, clearing and OTC Instruments

Thought Leadership and Case Studies

Case Study | July 2024 - American OTC derivatives market within the life insurance sector

Case Study | June 2024 - The Value of a Homogenized and High-quality Historical Dataset of OTC Derivatives across Institutional Functions

Case Study | June 2024 - Proving the market observability of derivatives and consensus

Case Study | March 2024 - Derivatives Usage in Insurance

Discover More

Totem

Private Market Portfolio Valuations

OTC Derivatives Data

Hosted Risk Service

Experts

Mila Kuznetsov

Cristina Grigore

Hiroyuki Yoshizawa

Chang Hun Lee

Zaid Shahzadeh