Derivative pricing backed by transaction evidence

Deliver accuracy, transparency and efficiency to your valuation process.

RVS Consensus+

RVS has pioneered the use of Transaction Evidence to Back Test Consensus+ information in the creation and calculation of financial rate sets and volatility surfaces.

RVS Consensus+ System Infrastructure and Customer Features

  • User Portal

    RVS developed proprietary and Visually Intuitive Exception Management Tools to allow Customers to interpret massive amounts of data in seconds.

  • Data Security

    Our commitment to Protecting Your Data, as though it is our own, using encryption, physical separation and further anonymisation processes. Industry best practice encrypted private cloud platform.

  • Automated Data Exchange

    RVS provides Customers with flexible API solutions to meet their needs – seamless transmission of massive amounts of data in milliseconds.

  • Quality Control

    Real time automated Submission quality assessment with Sophisticated Error Detection and Reporting.

Accuracy. Transparency. Efficiency.

For the Back Office

  • Daily Mark to Market

    • Transaction Enriched and Back Tested Volatility Surface.
    • Real time transaction data and spreads.
  • Essential Inputs for Regulatory Compliance

    • Throughout the IPV process.
    • Significant transactions.
    • Reporting.
  • Reduce Capital Requirements

    • Observability and levelling process.

For the Front Office

  • Better Calibration of Internal Model

    • Real market trading model, not theoretical.
    • Using transaction data and quotes.
  • Potential cost saving on hedging skew tail risk

    • Capital heavy exotics
  • Efficiency and accuracy of Day1 PNL process

    • Transaction support for value position