Valuation Updates (VALU) - Best Practice

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Status: Best Practice Finalised, Last Updated: 28/09/2021

Question:
What should be covered in a Valuation Update (VALU) and from which date should new transactions be captured within daily updates?

Best Practice:
Valuation Updates (VALU) should be reported daily by participants and each daily report should be submitted no later than the following business day. This report should reflect the market valuation used for collateral management purposes.

New transactions should be captured within daily valuation updates starting from the trade date of the event +1. (SFTR-447)