Dynamic Valuation Control (VCA) Engine

Priya Raman · Quant & DX Champion P
App Studio / Middle office

Dynamic Valuation Control (VCA) Engine

Tech standards review

Compares trader marks to Bloomberg consensus and routes large variances to product control for an IPV adjustment.

vca-ipv Middle office Sophie Laurent Cross-Asset Solutions desk
Stage 1 Draft
Stage 2 Tech standards
Stage 3 Business risk
Stage 4 Approved
Stage 5 Production

Graph · version 1

The current version as a directed acyclic graph — data flows left to right, edges show the order nodes run in.

6 nodes 6 edges
Data source Trader Marks marks
MCP call Bloomberg Consensus cons
Transform Variance var
Decision Large Variance? dec
Human in loop Product Control hitl
Output IPV Adjustment out
Node types in this graph
Sources
Bring data in
Data source MCP call NLP extract
Transforms
Price, compute, reshape
Transform Pricing Risk calc Stress test Tokenize
Logic
Validate and branch
Validation Decision
Controls
Halt for a human or a breach
Human in loop Risk monitor
Outputs
Emit, settle, notify
Settle on-chain API response Notification Output

Version history

Every version this app has carried, newest first. A new version is a fresh DRAFT until it clears governance.

Version Status Nodes Author Created Submitted Approved
Tech standards review 6 Sophie Laurent 24 Apr 2026 25 May 2026 —