Valuation and Portfolio Modelling

We model, value and analyse client portfolios of financial assets and liabilities.

Our coverage stretches from traditional and straightforward asset classes to complex inflation-linked liabilities, option products, commodity-linked transactions and other types.

We work collaboratively with clients to construct a detailed and highly accurate review of transaction documentation and process, we build each loan and hedging transaction, run scenario analysis, create data curves in line with our valuation methodologies and perform pricing discovery for illiquid instruments.

This modern approach, based on a high level of experience and powerful technology, also includes support in follow up discussions and explanation of the more detailed inputs and outputs of our analyses. Clients can also obtain this information through our technology platform.

Services we provide in Corporate finance