OTC Valuations, provider of over-the-counter independent derivatives valuation and risk reports, has introduced a service aimed at providing primary, secondary, and tertiary valuations of both vanilla and exotic derivative instruments.
“We provide our clients fair value insight through unbiased and independent valuations based on quoted market data, carefully calibrated models, and proven valuation methodologies,” says Bob Sangha, one of the firm’s founders. “Our services help firms reduce their operational risk and achieve valuation transparency for their derivative portfolios.”
For derivatives that can be replicated with vanilla, liquidly-traded, instruments and valued in a model-independent way, the focus is on mark-to-market valuation using high-quality market data from leading brokers and data vendors.
For exotic and structured products with limited price discovery and imperfect replication, OTC Val’s market professionals offer mark-to-model valuation based on careful calibration of industry standard models.