ISLA logo

Valuation Updates (VALU) - Best Practice

Valuation Updates (VALU) - Best Practice


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

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)


Creating your PDF, please wait.

PDF created successfully.

Sorry, your PDF could not be created at this time.


Already a member? Login to your account

Interested in becoming a member?

ISLA’s members span the breadth and depth of the securities lending industry, and there are many benefits of joining the Association’s network.

Become a member today