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VALUATION

Complex valuations, bespoke reports and hedge accounting at your disposal

In addition to the already demanding hedge accounting requirements, the introduction of IFRS 9 and 13 has further complicated valuation, rendering banks’ reporting insufficient.

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In addition to the mandatory reporting for accounting and regulatory purposes, today’s environment requires decision-makers to adopt a dynamic, forward-looking approach through the use of dashboards and specific analysis.


We have a great deal of experience in analysing the performance of hedges in different market scenarios or under different financial structures of your business.


With our help, your senior management can demonstrate their proactive financial risk management approach.

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Valuation for accounting or regulatory purposes

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Valuing financial instruments is essential in order to monitor the progress of your hedging portfolio and, more formally, for financial reporting. We can help you put in place:

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  • IFRS reporting and valuation

  • Hedging documentation​

  • EMIR reconciliation

  • Valuation by asset portfolio and/or by currency

Valuation
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Reporting
Reporting for dynamic management


Over and above the sometimes mandatory reporting for accounting purposes, it is often a good idea to put in place proactive reporting using dashboards and tailored reports such as:

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  • Financial performance reporting 

  • Debt or currency cashflow forecast

  • Counterparty risk reporting

  • Reporting the classification and hit ratio of your banking counterparties

  • Regular updates on the market levels of the different hedging instruments or strategies you are monitoring

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Research and back-testing
Our offering stands out from those of our competitors thanks to our ability to propose high-quality investment research and analysis that enables you to anticipate and mitigate the financial impact of extreme market volatility or any major changes within your business (sale, merger, restructuring, etc.) and to enable you to approach a strategic meeting with solid quantitative information.
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Example:

 

  • Back-testing the valuation of your portfolio according to different market scenarios or different possible financial structures for your business

 

  • Back-testing your financing costs and their impact on the financial covenants

 

  • Back-testing the impact of a hedge restructuring, of the sale of an asset, of a different way of consolidating the exchange rate risk

 

  • Back testing of a hedge extension, new combination of products, etc.

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