About RVS
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 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 is the leading independent provider of transaction backed volatility derivative pricing services, for Listed and OTC Global Derivative Markets. We are the only data provider to back test Consensus+ information in the creation an calculation of volatility based derivative prices, smiles and surfaces (in as close to real time as possible).
Accuracy and transparency are key to ensuring the integrity of the RVS Consensus+ data. RVS utilises Transaction Evidence in accordance with the latest industry recommendations (IOSCO Principles for Financial Benchmarks) and legislative requirements (PruVal, FRTB and MiFIDII).
RVS Consensus+ Services cover all Derivative products, increase the capital efficiency of banks, improve their risk and valuation management processes and reduce the risk of manipulation and malpractice. RVS was founded in 2009 and has operations in Asia, Europe and Australia.
In a world of complex and opaque financial products, RVS delivers accuracy, transparency and efficiency to the mark to market and independent price verification process.