Slippage or Arrival Price Methodology
Slippage is the difference between the arrival price and the execution price of a trade. Sourcing arrival prices requires large amounts of costly tick history.
New PRIIPs Methodology
An estimation of the implicit costs can be made. This approximation uses the turnover at the asset-class level and the corresponding half bid-ask spread. This methodology is also known as the half-spread or portfolio turnover methodology.
TCALab is a “one-stop-shop” for the calculation of your priip transaction costs as required by the PRIIPs Regulation. TCALab is available as a Managed Service or SaaS (Software as a Service).
We are flexible with regards to the type and delivery of the trade files.
All trades are enriched with tick history (to source the arrival price) and half-spread data.
TCALab calculates the transaction cost for each trade and aggregates them at fund level.
RiskConcile is a FinTech with a focus on Risk and Regulatory Technology. We combine a deep operational experience in the financial sector with a technological mindset. Our clients are asset managers based across the globe and include multi-billion investment management firms, hedge funds, law firms, private equity funds and Big-4 audit firms.
Our team consists of former derivatives’ traders, portfolio managers, risk managers and private equity professionals.
We have a strong experience with calculating transaction costs for a wide variety of (complex) instruments.
Timing is important and we promise to deliver on time.
We are able to adapt our solutions on-the-fly to accommodate your needs.
We are proud to offer strong value for a competitive price.