We provide tailored support, so you know the value and associated risks of your financial exposures
Financial instrument valuations
Financial instrument valuations can be highly complex. Choosing appropriate modelling approaches and valuation input assumptions requires sound judgment.
That’s why our dedicated Market Value Direct (MVD) team specialises in financial instrument valuations, bringing deep expertise to a wide range of valuation needs. From simple derivatives to highly bespoke and complex derivatives including electricity PPA's and employee share ownership plans (ESOPs), we provide specialist advice and high quality valuation estimates. We also have extensive experience in wider Financial Risk Management subjects, including liquidity risk, capital adequacy, and market risk.
The MVD team is an Asia Pacific centre of excellence, valuing upward of 1.5 million instruments each year and has circa 30 full time local staff. Our scale, combined with our continued investment in automation, enables us to utilise extensive market-leading market data and modelling in an efficient and cost-effective way.
We support a wide range of financial instrument valuation needs, from listed equities and complex derivatives to leases and hedge relationships. Our specialists combine focused valuation expertise with established systems, market-leading data services, and increasingly automated processes to effectively deliver the valuations you need.
We can help with:
- Financial instruments requiring an independent valuation or specialist advice
- Uncertainty around valuation methodology or key assumptions, where an independent expert view is needed
- Establishing or reviewing hedging strategies, including hedge structuring and effectiveness testing
- Independent testing of financial risk management frameworks and regulatory requirements, including liquidity and capital adequacy
- Large or complex portfolios of financial instruments requiring an efficient and scalable valuation solution
What we bring to your valuations
Our specialists have experience across a broad range of valuation requirements, including:
- Fixed interest securities, vanilla derivatives, electricity PPA agreements, employee share options and other bespoke derivatives
- IFRS 16 IBR and lease valuations
- Assisting with the structuring of hedge relationships and subsequent hedge effectiveness testing
- Valuation adjustments, including CVA/DVA, OIS discounting and FVA, required under applicable Accounting Standards
- Financial Risk Management services support including BS13 liquidity requirements, Capital Adequacy, and Market Risk
MVD is able to ensure efficient delivery of our services, through:
- Investing at scale in market leading data and modelling solutions to be used in supporting many clients across the Asia Pacific region
- Developing deep expertise across our team through broad exposure to different products, so we can hit the ground running to solve any financial instrument valuation matter
As a regional centre of excellence, MVD has the scale to invest in market-leading valuation engines and data sources, so we can value any derivative efficiently and to a high quality. Our internally developed software also enables us to test entire portfolios of financial instruments in a highly cost-effective way.
Using our bespoke valuation models, and market data sourced from more than 7 independent vendors we currently value upwards of 1.5 million financial instruments per year in an automated manner.
Our capabilities
We help you think in new ways to create value and build trust, empowering you to do more—for your stakeholders, your people, your customers and society.
Industries and sectors
We work alongside you—with powerful tech and expertise—to turn your next move into your next advantage. Smart growth starts with deep insight.
