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Valuation of financial instruments
The bulk of our valuation work consists of regular valuations (monthly, quarterly, etc.) of client portfolios. These portfolios cover the full range of financial instruments, ranging from the most basic (swaps, calls, etc.) to the most advanced (structured credit products, cliquets, etc.). Most of our valuation services are offered through AfiVal, our online pricing platform. Through this platform, our clients can access their entire history of valuation reports, review the inputs used in the valuations, change the inputs and reprice the instruments, and submit new instruments for valuation.

We are dedicated to maintaining the highest standards in all that we do. To this end, we build all of our pricing models from scratch, use high-quality market data (Reuters, MEFF,..) and do all of our own processing of market data to produce the fundamental inputs for the pricing platform: discount curves, forward curves, credit spreads, volatilities, etc. Finally, we have a deep knowledge of all the relevant pricing models and we keep abreast of the latest advances in pricing methodologies through our ongoing research and training activities.
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