The Open Models Valuation Company

Valuation Services

OMV provides a range of valuation services for fixed income and credit exposures including:

  • Single point valuations
  • A distribution of valuations 
  • Client specified "what if" valuations (deterministic and stochastic)

OMV's output takes the form of postings of valuations on the OMV website or through automated feeds to agents, custodian banks, clearing houses or exchanges. All exposures within a modeled portfolio are valued using methodologies that enable seamless integration across geographies and component segments.

Challenger Model Services

OMV provides Challenger Models to clients to support an assessment of model soundness and reliability. The goal of the Challenger Model is to identify potential model deficiencies which may give rise to the risk of unnecessary financial loss for the client. Challenger Models can also serve to validate internal client models by confirming, through independent assessment, that they incorporate the following:

  • Appropriate data
  • Reasonable input assumptions
  • Structure / methodologies that are based on sound industry practice
  • Robust code, calculations and processing
  • Appropriate output reporting