In this area, most part of our work consists of periodic evaluation of our client´s portfolios (monthly, quarterly, etc.) These portfolios cover a wide range of financial instruments , ranging from the basic or vanilla (swap, stock options, MTN bonds, etc.) to more advanced or complex products such as structured on credit, CLN’s credit linked note, Warrants, etc.). Most of our services are offered through our associate´s online assessment platform . Through it, our customers can access the complete history of their reports, consult market information used to reevaluate the portfolio modifying market inputs, to register new instruments or see additional notes relating to the assessment provided by the equipment.
Our valuation models using market data quality (Bloomberg, Euroclear, …) that subsequently discussed in our internal processes to generate the basic inputs for the operation of our online platform valuation: curves discount factors, curves implicit rates , credit spreads, implied volatilities.
Our firm has a deep knowledge of all relevant valuation models and we are always abreast of the latest methodological advances and best practices market through both our ongoing research activity and training activities.