Derivative Valuation

Independent mark-to-market valuations

IFRS accounting requires that your interest rate (IRS) portfolio is valued against the market rate. This is a complex and expensive matter. Having your own accurate and reliable pricing systems will easily cost your company over 100,000 euros per year. Why pay that kind of money for something you at most use once or twice a month? And even if you have systems or spread sheets in place, it simply costs too much time.

Of course you can request valuations from your counterparty banks or use their online systems, however that will prevent you from analysing your positions in an accurate, timely and anonymous fashion. Another limitation is that banks often do not provide any underlying calculations. For that reason, most auditors prefer an independent valuation. We at ICC will gladly assist you, our pricing and valuation systems are among the best and most accurate providers available.

Each derivative trade will be valued using details from your signed bank confirmations. The result can then be used for risk management analysis, as well as for hedge accounting and financial statement reporting purposes. The data can be presented in pretty much any tailor made format. Click here to see samples.

Our team of derivative and hedging experts currently assist many companies around the globe by providing outsourced derivatives valuations services. Contact us to discuss your requirements!