Valuation Exception Management Results

At any point in a valuation data XM workflow, you can:

view cleaned valuation data “as-you-go” on a VDK basis (*)
manually override those cleaned valuation data, subject to evidence being uploaded (as it will impact the final reported numbers)
access Xplain’s PV Calculation results, if Xplain is one of the valuation data providers ^(**)

^(*) Cleaned valuation data (i.e. with status 'VERIFIED') will be published "as-you-go", i.e. immediately if there is no break, or as soon as any applicable break has been resolved and approved.
^(**) When Xplain is one of the valuation data providers (as part of a valuation data XM workflow), once a single overlay market data has been identified (as part of the market data XM workflow on the relevant market data group), only overlay market data will be used in the valuation calculations. Otherwise, Xplain will use raw market data as the fallback.

From the dashboard, you will be able to select and re-run any sub-stream of a valuation data break clearing phase.

After saving a valuation data dashboard, XM VD results will be accessible on a trade level in the trade valuation history window.

1. Viewing Valuation Data XM Results

Under EXCEPTION MNGT/DASHBOARDS/VALUATION DATA DASHBOARD, you can view and export the valuation data XM results “as-you-go” in the ‘VALUATION DATA XM RESULTS’ window, either:

on a portfolio basis (by selecting the relevant portfolio in the ‘PORTFOLIO STATS’ tab)
on a combined basis across all portfolios (by selecting the ‘ALL XM RESULTS’ tab)

Alt for image — Viewing valuation data XM results
EXCEPTION MNGT/DASHBOARDS/'COB LONDON' XM DASHBOARD for 'NEWCOMP'

Valuation Data XM Results on a Portfolio Basis

In the ‘PORTFOLIO STATS’ window, you can view and export valuation data XM results or access Xplain’s PV calculations for a given portfolio, by clicking first on the relevant icon (on the right hand side of the window).

The valuation data XM results will include a subset of each trade’s details, as well as the final valuation summary, as set out in the table below.

Valuation Data XM Results on a Combined Basis Across All Portfolios

In the ‘ALL XM RESULTS’ tab, you can view and export valuation data XM results for all portfolios combined, including a subset of each trade’s details, as well as the final valuation summary. In our example, we only have one portfolio so the output will be the same as the one that you can access from the ‘PORTFOLIO STATS’ window, as described above.

Where Xplain is one of the valuation data providers, in the ‘ALL XPLAIN RESULTS’ tab, you can access Xplain’s PV calculation results for all portfolios combined.

2. Overriding Valuation Data XM Results

Under EXCEPTION MNGT/DASHBOARDS/VALUATION DATA DASHBOARD, in the ‘VALUATION DATA XM RESULTS’ window, at the ‘XM RESULTS’ level, once a valuation data has been cleaned (i.e. with a ‘VERIFIED’ status), you can manually override it, subject to evidence being uploaded (as it will impact the final reported numbers).

For the purpose of this example, a dummy evidence file can be downloaded here

3. Accessing Xplain PV Calculation Results

Under EXCEPTION MNGT/DASHBOARDS/VALUATION DATA DASHBOARD, in addition to be able to view and export valuation data XM results “as-you-go”, you can also access Xplain’s PV calculation results in the ‘VALUATION DATA XM RESULTS’ window, either:

on a portfolio basis (by selecting the relevant portfolio in the ‘PORTFOLIO STATS’ tab)
on a combined basis across all portfolios (by selecting the ‘ALL XPLAIN RESULTS’ tab)

Xplain’s calculations will be available only if Xplain is one of the valuation data providers.

Xplain PV Calculation Results on a Portfolio Basis

This are the same results as the ones you would get following a portfolio PV calculation in Xplain on a standalone basis, i.e. not part of a VD XM workflow.

Xplain PV Calculation Results on a Combined Basis Across All Portfolios

In the ‘ALL XPLAIN RESULTS’ tab, where Xplain is one of the valuation data providers, you can access Xplain’s PV calculation results for all portfolios combined. In our example, we only have one portfolio so the output will be similar to the one that you can access from the ‘PORTFOLIO STATS’ window, as described above, but without the portfolio metrics.

Xplain Prisma

Curves

Portfolios

Data

Valuations

Preferences

Admin

Importing and Versioning

XVA Module

TRS Module