SPIRAL is a bespoke valuation tool developed by ÀÖÓ㣨Leyu£©ÌåÓý¹ÙÍø in South Africa that enables the automated 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 analyses, and valuation model verification.
CompatibL is another bespoke valuation tool, developed in Poland and used by ÀÖÓ㣨Leyu£©ÌåÓý¹ÙÍø in South Africa. It enables the automation of portfolio valuations, exotic derivative valuations, and the incorporation of XVAs on a portfolio basis. It also supports model validation procedures and deep sensitivity analysis.