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 Surfaces and Smiles.
- Real time transaction data and spreads.
Essential Inputs for Regulatory Compliance
- Throughout the IPV process.
- Significant transactions.
- Liquidity and Concentration Risk 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.
- Better use of Vanilla Vols.
Efficiency and accuracy of Day1 PNL process
- Transaction support for value position.
