Securities Finance - Evaluation Explorer

Quickly and accurately assess the securities lending value of your portfolios

Evaluating the value of portfolios is an integral part of the securities lending industry.  Historically, this has been a time consuming and expensive job often with little or no return.  Evaluation Explorer allows you to determine the value of a portfolio of securities quickly and accurately.

Customers can login to Evaluation Explorer here

Based on the historical fee and utilisation data held in Performance Explorer, the details of the potential value of an individual stock loan portfolio can be calculated.  Additional characteristics can be provided to reflect any proprietary perspectives which will impact the valuation reported.

Any selected portfolio can be assessed over a fixed period against daily data points, for example, an evaluation for a year is compared to 252 individual datasets.  A single portfolio can be evaluated against many characteristics such as term, collateral type, buffer ratios at a stock and portfolio level revenues and then reviewed and assessed in many ways.   Multiple portfolios can be evaluated and the results downloaded

 Benefits for Securities Finance

• Accuracy in evaluating portfolios against the world’s most comprehensive securities lending database through Performance Explorer
• Calibrations allow you to structure future anticipated dividend rates across your portfolio
• Ability to project likely load balance throughout the term and assess the impact on revenues of any lending constrictions
• Revenues can be viewed and assessed in various ways including by security, by market, by fund and by type (e.g. GC/Special and/or YE)
• Evaluation results are produced in Microsoft Excel produced at many levels allowing users to perform further independent analysis at a granular level

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