Hedge or Derivatives valuations

Hedge or derivatives valuations are required periodically for accounting purposes, hedge effectiveness testing, or for regulatory reasons such as the European Market Infrastructure Regulation (EMIR) or Dodd-Frank. They can also be useful for forensic purposes when you need to look into the past and analyse the past hedging or derivatives transactions for any reasons (such as for potential mis-selling).

Our Valuation Service offers tailor-made and transparent valuations for all type of derivatives including plain vanilla swaps, structured derivatives, and exotics. We can provide you a full access to the pricing process, including cashflow descriptions, market data inputs, methods used, and model assumptions to meet whatever requirements you may have.