Derivative Pricing & ValuationWe share a weekly Marked to Market (MTM) report for our clients and as and when required by them. This helps especially in management and accounting of derivative contracts.

Derivative Valuation

Valuation Services Offered:

  • Pricing of all Derivative Structures.
  • MTM Certificates for Outstanding Derivatives.
  • Audit support for any valuation requirements.
  • Duration Analysis.
  • PVBP Analysis.
  • IRR Valuations.
  • Hedge Appropriateness analysis.

Do you wish you could cross check the option/ derivative prices quoted to you?

With all the industry accepted pricing software available in-house, we can vet the pricing quoted by banks for any derivative transaction.

To get such quotes checked Book a Call with us

Do you want an MTM of your forward contracts?

We share a weekly Marked to Market (MTM) report for our clients and as and when required by them. This helps especially in case of cancellation of forward contracts or any other derivative contracts.

To get an MTM report for your forward contracts Book a Call with us

Do you wish to implement hedge accounting?

We will formulate the accounting framework for accounting of derivatives and underlying exposure as per extant accounting standards.

To know for other tenors and currencies Book a Call with us