Plausibility & Market Conformity Checks | AVS Valuation

Plausibility and Market Conformity cheks for securities and financial instruments are becoming increasingly important.

Plausibility Checks: During a plausibility check we look e.g. at the daily changes of the mark-to-model calculations and evaluate if these changes are consistent with the changes in the underlying reference data, market data and risk factors.

Market Conformity Checks: During a market conformity check it is tested if a deal has been executed at a price level which is in line with its fair value calculated on the basis of a mark-to-model methodology. More information can be found here.

An article of AVS-Valuation GmbH, Frankfurt am Main. For inquiries, please contact us at

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