The Open Models Valuation Company

Valuation Services

OMV employs global and country-specific macro models to ensure that valuations and risk metrics across modeling firms and asset classes are fundamentally correlated.

5,000+ macro factor scenarios are simulated out to 30 years and updated quarterly. Regulatory stress test scenarios can also be specified within this framework.

Default probabilities, credit exposures, and recovery rates are explicitly linked to the macro factors that jointly apply across sectors. Asset values, loss provisions and risk metrics are calculated for each simulated scenario of the vector of macro variables for each contract in a portfolio.

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.

OMV provides a unique platform capability around a robust electronic data management system to:

  • Obtain and host loan/asset-level data that will be electronically transmitted to “platform” modeling firms to produce valuations and risk assessments (Platform Outputs)
  • Vet and onboard expert stochastic modeling firms (Modeling Partners) to produce Platform Outputs over the life of modeled assets/securities
  • Systematically monitor Modeling Partners to ensure compliance with approved modeling methodologies, obligations to the OMV Platform and all applicable regulatory requirements
  • Coordinate Platform modeling inputs to ensure proper correlation, synchronicity and integration of Platform Outputs
  • Make Platform Outputs available electronically to the market (custodians, investors, rating agencies, regulators) on a low cost subscription basis