Challenge Us

ENSURE FULL PRIIPS COMPLIANCE

with Value & Risk’s innovative
solution
Arrival Price methodology validated by PwC

Delegate your
PRIIPS COMPLIANCE

with Value & Risk PRIIPs Transaction
Cost Analysis Solution

Delegate your
PRIIPS COMPLIANCE

with Value & Risk PRIIPs Transaction
Cost Analysis Solution
Let´s have a chat

Delegate your
PRIIPS COMPLIANCE

with Value & Risk PRIIPs Transaction
Cost Analysis Solution
Let´s have a chat

Delegate Your PRIIPs
Transaction Cost Analysis

Following changes to the PRIIPs Regulation, from January 2025, in-scope UCITS funds sold in the EU are required to calculate the implicit transaction costs for all their trades using the arrival price methodology. The regulation requires funds to calculate three previous years of transaction costs. This involves calculating the percentage difference between the market mid-price at the time of the order and the execution price, using intra-day market data where applicable.

Funds implementing the requirement will be facing significant operational and cost implications, including access to market data, systems and operations.

Value & Risk's unique OptiPRIIPs solution can provide robust calculation capabilities for both liquid and illiquid instruments on an ongoing basis, giving you peace of mind that you are fully compliant at all times.

Value & Risk is your reliable partner to help free up your internal resources and ensure an audit-ready solution, ISAE 3402-audited and PwC-validated.

At Value & Risk, we have an all-in-one turnkey solution, based on a methodology independently validated by PwC, to ensure compliance with the arrival price calculation requirements. As the market leader in Europe, we are completely independent and have been ISAE 3402 Type II audited since 2010.

Our proprietary technology ensures that we can process large volumes of data with maximum efficiency and accuracy. We have access to the relevant market data for liquid instruments through a licensing agreement with the world's leading providers, ensuring the quality of data required for efficient calculation. We also offer model-based transaction cost analysis solutions for virtually all derivatives, illiquid instruments and complex structures.

You can rely on the full support of our experienced valuation experts throughout the process, including set-up, processing, reporting and expert audit support.

Regulatory Expertise

Our robust understanding of the arrival price methodology, validated by PwC, ensures that we implement the PRIIPs regulation correctly, assuring  your full compliance.

Access to Market Data

Leverage our relationships with global market data vendors.

Our system can access data sources, such as exchanges, trading platforms and other pricing contributors, to ensure high-quality data.

Full coverage

OptiPRIIPs service covers all liquid and illiquid asset classes, e.g. equity, fixed income, foreign exchange, inflation, commodity and derivatives.

Technology

Our proprietary and highly flexible valuation platform can process large volumes of data with maximum efficiency and accuracy, to deliver the best results.
You need
We Deliver

Quality assurance

Valuation and transaction analysis is at the core of what we do. We guarantee a robust methodology as we are audited annually for ISAE 3402 type II.

Process Optimisation

OptiPRIIPs service provides transaction cost optimisation using technology based on intra-day trading information, assuring minimisation of transaction cost.

Timely Support

Our entire process is fully supported by our valuation experts, and we will answer any questions you may have in a timely manner.

Scalability

The arrival price calculation demands exact transaction timestamps. This requires access to a robust system and considerable computation capabilities to capture accurate data. Our automated processes deliver this while allowing for scalability.

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