Valuation · Illustrative use case
Pricing Curve Reconciliation
Compare supplied yield curves, discount factors, and volatility points to find missing, stale, or out-of-tolerance values.
Discuss this workflowIllustrative records and figures. Your workflow uses supplied files or configured sources, with mappings, comparison rules, and review steps agreed during setup.
The problem
Even when positions tie, differences in yield curves or vol surfaces create silent PnL drift. Inconsistent curve inputs between front-office and accounting systems can drive unexplained NAV deltas.
Example source records
Differences to investigate
From comparison to review
Compare source values at agreed tolerances.
Match supplied curve records by date, curve identifier, and tenor or surface coordinates. Apply reviewed value tolerances and investigate missing points or deviations alongside the source values and the team’s valuation guidance.
Explore reconciliationBring us your workflow.
We’ll work through your source records, comparison rules, and review needs to find where Boagent can help.
Discuss your process