1. Independent Valuation

With our independent valuation service, we synthesize the important components required for reliable deal pricing and analysis: up-to-date market data, appropriate pricing models and targeted calibration strategies, emulating the pricing processes of a typical structured products dealer.  Our valuation reports provide a breakdown of the calculated values of each deal and include a detailed discussion of the models and calibration strategies selected in the valuation process for each deal-type. This transparency allows for an effective independent valuation process to satisfy regulatory and audit demands. With our independent valuation service there are 3 possible deliveries:

Full Service
We deliver regular (e.g. monthly) valuations of each deal using supplied confirms.

Benchmarking Service
We provide the valuations on a one-off basis using client supplied confirms.

Advisory Service
We assist in setting up an in-house valuation group.

2. Risk Analysis

We can provide regular or one/off sensitivity reports, VaR analysis and Stress/Scenario testing for a portfolio of structured products.  As with the independent valuation service, we can deliver a full service, a benchmarking service or an advisory service.

3. Strategic Advice

We can assist in evaluating new products with regard to valuation and risk analysis issues.  

4. Auction Organization

In the event of a decision to buy or sell a portfolio of structured products, we can assist in the auction process by helping to identify best practices to achieve optimal prices.