âª all underlying curves, recovery rates
âª component cash-flows and discount factors
âª audit trail of valuation results and challenges
âª real-time support via IM, phone and email
âª ability to create on-demand and historical valuations.
Clients can now choose to schedule valuation times from seven intraday cuts, including 12pm GMT, run ad-hoc valuations and create tailor made bespoke reports with enhanced trade history reporting. CMA NAVigateâ¢ 1.8 offers improved graphics, performance enhancements and the provision of greeks, incorporating CMAâs proprietary credit data combined with consensus data from the interdealer broker market. CMA NAVigateâ¢ 1.8 is a comprehensive workflow solution that allows clients to satisfy their daily, weekly and monthly requirements for the valuation of OTC derivatives.
Gareth Moody, Head of Valuations said: âCMA NAVigateâ¢ 1.8 was designed with the forthcoming regulatory initiatives in mind. It addresses the growing requirement from regulators, investors and auditors for funds to demonstrate that their process for valuing OTC portfolios is truly independent. Access to all the valuation inputs and comprehensive support gives clients the clearest possible view of how the values were obtained. In addition, it makes it easy for our customers to control the entire process, allowing them to generate valuations.â