Derivatives

Investors should seek supportable current values for investments with no active market, such as structured credit securities or complex derivatives. Our valuation professionals have experience developing and analyzing sophisticated quantitative models to determine fair value of derivatives and other complex assets.

We assist various financial institutions and corporate clients in valuing their derivatives and complex assets for tax and financial reporting purposes. Our internal review and control processes help ensure defensible value conclusions and help reduce errors that could increase your overall reporting costs.