The Open Models Valuation Company

About Us

OMV was established in 2009 in response to the 2007/08 financial crisis, which exposed several systemic weaknesses in relation to the valuation of illiquid financial assets. In the aftermath of the crisis, there was recognition that quantitative valuation methods were generally too bespoke and unnecessarily opaque. In response, OMV has created a unique valuation business model that aggregates the valuation expertise of world-class, experienced and fully vetted independent modeling firms (our Modeling Members) on a scalable platform. 

Our goal is to be the leading provider of benchmark valuations and risk assessment services for:

  • Loans
  • Illiquid fixed income securities
  • CLO equity and senior debt tranches
  • Derivatives, and
  • Life ILS transactions globally,

supporting reporting, loss-provisioning, financing and any other applications for which independent valuations and risk assessments are a key requirement.

 





OMV is characterized by:

  • Reliable access to expert, world class modeling on a just-in-time / pay-as-you-go basis
  • Independence
  • Integrity of modeling and model output
  • Wide and elastic scope of coverage
  • Continuous coverage over time
  • Industrial strength platform operating components and security (SIX, BNYM)
  • Competitive pricing

On the insurance side, OMV is able to cover a wide range of underlying insurance risks and insurance-linked credit risk related to life insurance and life company investment portfolios (e.g., term life, universal life and fixed annuity) in relation to capital, reserve and risk financing transactions.  

OMV is a privately-owned, independent company. It is free of conflicts of interest, being solely involved in valuation and risk measurement services. In particular, it is not, nor is it affiliated with, a data vendor, a broker or trading platform.