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Financial Instrument Valuation

Financial Instrument Valuation

The FEG team consists of an experienced group of professionals with extensive valuations and modelling capabilities.

An experienced group of professionals with extensive valuations a modelling capabilities.

In ever-changing markets, we understand that it is tough for organisations to keep up to date with the latest developments in derivative markets and products, including global valuation trends. It is not uncommon for some complex financial instruments to have distinctive features that need to be considered when performing any sort of valuation.

The FEG team consists of an experienced group of professionals with extensive valuations and modelling capabilities which, when combined with our sophisticated models and quantitative valuation tools, will ensure your organisation’s valuation needs are taken care of. As such, we provide the following services:

·   Comprehensive and capable independent financial instrument and derivative valuations

·   Complete portfolio valuations

·   Validation of model inputs and valuation methodologies

·   Valuation of share option schemes in accordance with IFRS 2

·   Analysis of relevant market risks

·   Incorporation and consideration of complex valuation adjustments and provisions (xVA)

·   Independent rates verification

The FEG team also have extensive experience in performing portfolio valuations on investments held by collective investment schemes and unit trusts. Through the use of quantitative valuation and data visualisation tools, our team have the capability value the total portfolio of assets as opposed to a sample. This allows for identification of key trends, insight driven conversations with the asset manager and conclusions formed over the total asset portfolio.

A keystone of the portfolio analysis lies in the analysis of credit spreads applied to the valuation of the unlisted debt and derivative instruments. The FEG team conduct detailed credit spread analysis on the counterparties to the debt instruments held, ensuring that the credit spreads applied consider the latest market trends and information. Credit spreads are benchmarked to an internally developed, proprietary credit spread database. This database includes listed and unlisted credit spreads and provides key insights into market trends.