

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.

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

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

Technology

Quality assurance

Process Optimisation

Timely Support
