Financial asset and derivative valuation

Afi has proven experience in the regular (monthly, quarterly) measurement of our clients’ portfolios. Those portfolios encompass a broad range of financial instruments, which run the gamut from plain vanilla derivatives (swaps, options, etc.) to the most advanced or complex instructions (structured credit products, cliquets, etc.).

Most of our valuation services are provided through AfiVal, our online valuation platform. Our clients can use that platform to look up their valuation reports going back in time, check the market information used for valuation purposes, recalibrate portfolio valuation by modifying the market inputs, incorporating new instruments or checking out the latest valuation reports put out by the Afi team.

Our valuation models use high-quality market data (Reuters, MEFF, etc.) which we then process internally to generate the key inputs needed to operate our online valuation platform: discount factor curves, implicit yield curves, credit spreads, implied volatilities, etc. We have deep knowledge of all the most important valuation models and keep consistently abreast of the latest methodological advances and best market practices through our research and training activities.

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Alexandra Cortés