Valuation Services > Portfolio ValuationsRisk Analysis Service

Markit Portfolio Valuations offers a hosted, post trade risk calculation service that provides the buyside an accurate view of market risk exposures across their portfolios, in addition to the standard sensitivity measures provided with each mark-to-market valuation.


  • Agencies
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  • Alternative investment funds
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  • Asset managers
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  • Auditors
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  • Banks
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  • Corporates
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  • Custodians
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  • Fund administrators
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  • Government authorities
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  • Hedge funds
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  • Insurers
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  • Mutual funds
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  • Pension funds
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  • Regulators
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  • Sovereign wealth funds
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  • UCITS funds


  • 6.4m+independent valuations per month
  • 403k+OTC and cash positions valued

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Product summary

Our fully hosted risk analysis service calculates VaR using the extensive risk simulation engine developed by Markit Analytics and used by leading investment banks.

To ensure consistency in the market data driving valuations and risk, Markit Portfolio Valuations uses its existing market data capture and cleaning processes to drive risk calculations. Risk pricing models are consistent with Markit Portfolio Valuations’ in-house library of pricing models, accurately calibrated to market consensus levels.

Clients have the flexibility to define the following parameters:

  • VaR methodology (Monte Carlo or historical)

  • Confidence interval and time horizon

  • Risk factor simulation model (GBM or mean reversion)

  • Simulation parameters (number of scenarios and weighting for historical returns)

  • Look-back period and observation frequency (for historical VaR only)

  • Frequency of the VaR reports