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Confisio-Traiana and Dion

EMIR

Valuation & 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 | info@confisio-group.com

EMIR Collateral & Valuation Solution


Under EMIR Requirements that come into effect on the 11th August 2014, financial and nonfinancial 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 compliance 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.

87 Arch. Makarios III Ave., 2nd floor, 2223, Latsia, Nicosia, Cyprus
p: +357 22003500 | f: +357 22003505
www.confisio-group.com | info@confisio-group.com

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 nonexchange 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.

Data gathered from global offices,


covering over 50 countires, and
the full range of asset classes

All data
monitored
against set
parameters

Problems fixed

Marketplace

Live data
publishing

Global pricing team

Rates
Interest rate Option
Money
Spot/Forward FX
Fixed Income
Commodities/Energy
FX Option
Inflation
Credit
LatAM

End-of-Day
and Intraday

Test Database
> 2 million tests

Booking desks

Quality
assurance
team

Suspicious data reported


and investigated

Tullet Prebon
Information
live data centre

Client FTPs

Live Data
Live data
publishing

Quality assurance and data integrity


is at the heart of our process

Client Worldwide

87 Arch. Makarios III Ave., 2nd floor, 2223, Latsia, Nicosia, Cyprus
p: +357 22003500 | f: +357 22003505
www.confisio-group.com | info@confisio-group.com