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jwangkun/claude-for-financial-services-cn/china-nav-tieout
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version: "1.0.0" name: china-nav-tieout description: Net asset value (NAV) reconciliation and tie-out for Chinese funds and investment portfolios. Adapts the original nav-tieout skill for A-share holdings, Chinese fund accounting standards, and domestic custody arrangements. Triggers on "A股净值核对", "NAV计算", "NAV tie-out China", "基金净值", "net asset value [fund]", or "portfolio valuation [date]".

china-nav-tieout

Purpose

Perform A股投资组合净值核算 — comprehensive NAV reconciliation and valuation for Chinese investment portfolios.

Data Sources

Tier 0 — 万得 Wind（最全面付费数据）

  • 覆盖：A股/港美股/基金/指数/债券/宏观/研报/分析（44个工具）
  • MCP 服务：wind-mcp（需 WIND_API_KEY 密钥，以 ak_ 开头）
  • 优势：全市场覆盖面最广、数据最全面、包含研报和量化分析
  • 密钥申请：https://aifinmarket.wind.com.cn/#/home

Tier 1 — 同花顺 iFind（付费精确数据）/ AkShare MCP（Tier-2 免费备选）

python
get_quote(ticker)                     → Latest prices for holdings
get_fund_data(fund_code)              → Fund NAV data
get_index_data("000001")              → Benchmark data

Secondary Sources

  • 基金公司 — fund NAV calculations
  • 托管行 — custody valuations
  • Wind / Choice — portfolio analytics
  • 交易所 — closing prices

Workflow

Step 1: Gather Portfolio Holdings

Holdings snapshot:

SecurityTickerTypeQuantityMarket ValueCostUnrealized P/L
Cash
Receivables
Payables
Total NAV

Step 2: Value Each Holding

Valuation methodology:

Security TypeValuation MethodSource
A股上市股票Closing price (收盘价)交易所
A股停牌股票Last closing / 估值中基协 guidelines
基金 (ETF/LOF)NAV / market price基金公司
债券中债估值 / 收盘价中债/交易所
逆回购Principal + interestCalculated
存款Principal + interestBank
衍生品Mark-to-marketExchange/Counterparty

A-share valuation rules:

  • 上市股票: 收盘价 (closing price)
  • 停牌股票:
  • <1 month: last closing
  • 1-3 months: 中基协 AMAC guidelines
  • >3 months: independent valuation
  • 涨跌停股票: Ceiling/floor price

Step 3: Calculate NAV

NAV calculation:

ComponentAmountNotes
Market value of securities¥XX
Cash and cash equivalents¥XX
Accrued income¥XXDividends, interest
Receivables¥XX
Other assets¥XX
Gross Assets¥XX
Payables¥XX
Accrued expenses¥XXManagement fees, etc.
Other liabilities¥XX
Total Liabilities¥XX
Net Assets¥XX
Shares outstandingXX 份
NAV per share/unit¥X.XXXX

Step 4: Income Accruals

Accrued income:

TypeSecurityAmountEx-datePay-date
现金股息
股票股息
债券利息
基金分红
逆回购利息
Total accrued income

Step 5: Expense Accruals

Accrued expenses:

TypeAmountCalculation Basis
管理费 (Management fee)¥XXAUM × annual rate × days/365
托管费 (Custodian fee)¥XXAUM × annual rate × days/365
交易佣金 (Trading commission)¥XXActual trades
税费 (Taxes)¥XX
其他费用¥XX
Total accrued expenses

Step 6: Reconciliation

Reconciliation checklist:

ItemPortfolio SystemCustodianDifferenceResolved
Securities holdings
Cash balance
Accrued income
Accrued expenses
Total NAV

Common reconciling items:

  • Trade date vs settlement date differences
  • 在途交易 (Trades in transit)
  • 分红在途 (Dividends pending)
  • 费用计提差异 (Accrual timing)

Step 7: Performance Calculation

Performance metrics:

MetricPeriod ReturnAnnualized
Portfolio returnX.XX%X.XX%
Benchmark returnX.XX%X.XX%
Active returnX.XX%X.XX%
VolatilityX.XX%X.XX%
Sharpe ratioX.XX
Max drawdownX.XX%
Best periodX.XX%
Worst periodX.XX%

Step 8: Compliance Checks

Fund compliance (China):

CheckRequirementStatus
投资范围Within mandate
投资比例Per fund contract
集中度Single stock limit
流动性Liquid assets ratio
杠杆率Leverage limits
关联交易Within limits
估值方法Per regulations

Step 9: Reporting

NAV report format:

【净值报告】[Fund Name] [Date]
报告日期: YYYY年MM月DD日
单位净值: ¥X.XXXX
累计净值: ¥X.XXXX
日涨跌幅: +/-X.XX%
 
资产组合:
  股票投资: ¥XX亿 (XX%)
  债券投资: ¥XX亿 (XX%)
  现金及等价物: ¥XX亿 (XX%)
  其他: ¥XX亿 (XX%)
  合计: ¥XX亿
 
净值计算人: _________
复核人: _________

China-Specific Considerations

Fund Types

TypeRegulationValuation
公募基金 (Public fund)证监会Daily NAV
私募基金 (Private fund)中基协Weekly/Monthly
券商资管证监会Per contract
信托计划银保监会Per contract
保险资管银保监会Per contract

Valuation Standards

StandardSource
基金会计核算财政部 / 证监会
估值指引中基协 AMAC
证券投资基金基金合同
托管协议托管行

Common Issues

IssueResolution
停牌股票估值AMAC guidelines
汇率折算PBOC rate
费用计提Per fund contract
分红处理Ex-dividend adjustment

Quality Checks

Before finalizing:

  • [ ] All holdings priced correctly
  • [ ] Income and expenses accrued
  • [ ] Reconciliation complete
  • [ ] Performance calculated accurately
  • [ ] Compliance verified
  • [ ] Documentation complete
  • [ ] Sign-offs obtained
Data Source Mode Switch: Set env var IFIND_DATA_SOURCE_MODE to control data source preference.
- ifind-only (strict): Use iFind only, error if unavailable
- ifind-fallback (default): iFind preferred, fallback to AkShare
- akshare-only: Skip iFind, use AkShare only
- wind-only: Wind only, error if unavailable
- wind-fallback: Wind first, fallback to iFind → AkShare
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