About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Markit Adds Structured Products to Portfolio Valuations Service

Subscribe to our newsletter

Markit, a global financial information services company, today announced it has extended the range of instruments covered by its Portfolio Valuations service to include structured products. The addition of structured products is a major milestone in Markit’s on-going programme to develop comprehensive, independent pricing analytics.

Markit now provides valuations for a wide range of equity, currency and interest rate structured products including: equity structured notes and swaps; short- and medium-term currency structured notes and swaps; single currency interest rate structured notes and swaps, inflation options and SIFMA swaps; hybrid equity/currency structured notes and swaps; Quanto rates exotics, including quanto CMS caps and floors and quanto CMS spread options.

Valuations are provided on a daily, weekly or monthly basis.

Markit’s Portfolio Valuations service provides independent, post-trade asset pricing to mutual funds, hedge funds, traditional asset managers, fund administrators, custodians and private banks. The service covers a wide range of cash and OTC derivative instruments – both vanilla and exotic – across the major asset classes, along with credit valuations on investment grade and high yield bonds and syndicated loans. Markit’s valuations are calculated using a wide variety of high quality data inputs that have been tested against market-observed prices.

Last month, Markit launched liquidity metrics detailing market depth information, bid/ask spreads and pricing source to complement its independent valuations for CDS and evaluated bonds. The company plans to add liquidity metrics for loans and asset backed securities in the comings months.

Kevin Borrett, managing director of Portfolio Valuations at Markit, said: “We have extended our Portfolio Valuations service to include structured products in response to client demand. This is an area where our clients and their custodians hold significant positions and have historically relied on a single source of counterparty marks. We are pleased to be able to offer our clients reliable, independent marks and greater transparency for a number of structured products including equity and currency structured notes and swaps. We will continue to expand our modelling and pricing capabilities with a view to offering full coverage of all derivative trades our customers may hold.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: How to organise, integrate and structure data for successful AI

Artificial intelligence (AI) is increasingly being rolled out across financial institutions, being put to work in applications that are transforming everything from back-office data management to front-office trading platforms. The potential for AI to bring further cost-savings and operational gains are limited only by the imaginations of individual organisations. What they all require to achieve...

BLOG

Theta Lake Touts First-of-its-Kind ISO Certification for AI Comms Data Trust

Data security specialist Theta Lake has been awarded trust certification for its artificial intelligence-powered compliance communications services. The designation was conferred as the company prepares to release a report that shows IT teams in financial services and other industries are facing challenges with their AI governance and security. Santa Barbara, California-based Theta Lake achieved ISO...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...