Trusted Values for pricing Gilts
Valuation of outstanding government securities on a daily basis is accomplised by our valuation software - the Gilt Valuer. The Gilt valuation engine used generates clean prices of all outstanding government securities on a daily basis.

The CRISIL GiltValuer was developed keeping in mind the market realities wherein information is rather incomplete as trading does not take place in all securities, imprecise due to the difficulty in capturing all data in correct form, vague or uncertain from the concept of negotiated deals where it is difficult to separate genuine trades from shadow trades.

It integrates economic rationale with statistical insight to arrive at the valuation of the security. Economy inputs in the form of clean data from actual trades is fed into the system as input and market rationale of finding mark up over the benchmark is done with the help of statistical tools, inducing accuracy in the system.