MTM Certification Automation
Context
In a highly regulated banking environment, trading activities rely on the reliability of market data and the accuracy of financial valuations. In this context, a leading investment bank launched an initiative to automate the Mark-to-Market (MTM) certification process in order to improve control quality and ensure more reliable transaction valuations. The objective of this initiative is to reduce manual processing performed by analysts, optimize anomaly detection in market data, and strengthen the robustness of valuation controls. To support this program, Avaliance contributed to the design and integration of an analysis module aimed at automating discrepancy detection and improving operational efficiency.
Challenges
The client needed to improve the reliability and efficiency of the MTM certification process in an environment characterized by high transaction volumes and strict financial control requirements.
Automation was required to efficiently process tens of thousands of transactions, reduce manual interventions, and quickly identify valuation anomalies. The project also aimed to increase transparency of control analyses and improve the quality of data used in trading and risk management activities.
Achievements
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design of an anomaly detection module for market and trading data
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implementation of revaluation mechanisms for anomalies using alternative parameters
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analysis of drivers explaining valuation discrepancies and identifying core issues
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automation of the Mark-to-Market (MTM) certification process for relevant transactions
