Financial Instrument Valuation
Derivatives, structured products, and complex financial instruments valued for financial reporting and risk management.
Instruments valued
Notional value assessed
Audit-ready
Financial instrument complexity
Complex instruments require specialized expertise in modeling, market data, and regulatory requirements.
Derivative Complexity
Options, swaps, structured products, and exotic derivatives require sophisticated modeling and market data.
Market Data & Inputs
Observable and unobservable inputs, market liquidity, and data quality significantly impact fair value conclusions.
Model Risk
Complex instruments require robust model selection, calibration, and validation processes.
Regulatory Requirements
ASC 820, IFRS 13, and banking regulations impose specific requirements for financial instrument valuation.
Rigorous valuation methodology
We combine quantitative expertise with deep understanding of financial markets.
Instrument Analysis
We analyze contractual terms, embedded features, and economic characteristics.
- Term sheet review
- Embedded option identification
- Cash flow mapping
- Risk factor analysis
Market Data Assessment
Rigorous evaluation of market inputs, liquidity, and data quality.
- Observable input identification
- Liquidity assessment
- Benchmark curve selection
- Credit spread analysis
Model Selection & Calibration
Appropriate model selection with robust calibration and validation.
- Model appropriateness review
- Parameter calibration
- Model validation testing
- Sensitivity analysis
Fair Value Hierarchy
Proper classification and disclosure under accounting standards.
- Level 1/2/3 classification
- Transfer analysis
- Unobservable input documentation
- Disclosure support
Instruments we value
Derivative Instruments
Options, swaps, forwards, and structured products
Fixed Income Securities
Corporate bonds, convertibles, and structured notes
Illiquid Securities
Thinly traded and restricted securities
Embedded Derivatives
Bifurcation analysis and valuation
Contingent Consideration
Earnouts and milestone-based payments
Debt & Warrant Valuation
Complex debt structures and warrant instruments
Need a financial instrument valuation?
Let's discuss your valuation needs and timeline.