Daily NAV Striking Pipeline

From positions, prices, cash, and accruals to a signed-off, published Net Asset Value

Daily NAV Striking Pipeline From positions, prices, cash, and accruals to a signed-off, published Net Asset Value 01 / Sources 02 / Valuation 03 / NAV Calc 04 / Control 05 / Publish Positions · book of record · 01 / Sources · trades + CA Positions book of record trades + CA Prices · vendor + exchange · 01 / Sources · mark-to-market Prices vendor + exchange mark-to-market Cash · balances + settlements · 01 / Sources · receivable/payable Cash balances + settlements receivable/payable Accruals · income + expense · 01 / Sources · daily Accruals income + expense daily Valuation Engine · mark + fair value · 02 / Valuation · priced book Valuation Engine mark + fair value priced book NAV Calc · (assets - liabilities) / shares · 03 / NAV Calc · per class NAV Calc (assets - liabilities) / shares per class Tolerance Check · vs prior-day NAV · 04 / Control · variance gate Tolerance Check vs prior-day NAV variance gate Four-Eyes Sign-off · independent reviewer · 04 / Control · approval Four-Eyes Sign-off independent reviewer approval Investigate · resolve exception · 05 / Publish · breach Investigate resolve exception breach Publish NAV · TA + portals + feeds · 05 / Publish · released Publish NAV TA + portals + feeds released holdings reconciled book marks as of cutoff cash + settlements assets/liabilities accrued income/fees same-day priced portfolio valued candidate NAV unpublished within tolerance passed gate variance breach exception approved NAV released Legend primary data policy / PII async batch data store

Primary Strike Path

  • • Four input feeds converge into valuation, then a single NAV calculation
  • • NAV per share = (assets - liabilities) / shares outstanding, struck per class
  • • The hot path stays visually clear from sources through publish

Control Gate

  • • Tolerance check compares today's NAV against a prior-day expectation
  • • A variance breach halts the strike and routes to investigation
  • • Only a four-eyes sign-off releases the number for publication

Silent-Failure Guards

  • • Stale and fair-valued prices are made explicit, never silently substituted
  • • Daily accruals land on the correct day so NAV does not drift then jump
  • • Corporate actions applied on the right date keep positions honest

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