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SPIRAL and Other Valuation Tools

SPIRAL and Other Valuation Tools

SPIRAL is a bespoke, automated valuation tool built by KPMG in-house.

SPIRAL is a bespoke, automated valuation tool built by KPMG in-house.

SPIRAL is a bespoke, automated valuation tool built by KPMG in-house. It is a powerful product of our data & analytics drive and is an automated solution that offers enhanced valuation assurance through the valuation of entire portfolios of financial instruments, including derivatives. SPIRAL allows for peer-group benchmarking of hard to price positions, data verification, market risk/sensitivity analysis and valuation model verification. The tool creates a consistent valuation approach and robust data and trend analysis across entire financial instrument portfolios.

SPIRAL has the following features:

•       Enables scenario and stress analysis

•       Full (100%) independent portfolio valuations

•       Graphical visualisation of valuation results

•       Increased assurance through a consistent and streamlined valuation approach

Other quantitative valuation tools

We also make use of market-leading quantitative valuation software that enables automation of portfolio valuations, exotic derivative valuations and incorporation of xVAs on a portfolio basis. It also supports model validation procedures and deep sensitivity analysis