IFRS 9 FINANCIAL INSTRUMENTS
Have your financial instruments and derivatives valued at fair value?
We assist you to STRUCTURE, VALUE and RISK-MANAGE your financial instruments and derivatives in accordance with IFRS 9 including:
- Accumulator or Decumulators
- Convertible or Redeemable Bonds and Notes
- Convertible Preference Shares
- Corporate Guarantee
- Employee Share Options
- Equity or Credit-link Derivatives
- Exotic and Real Options
- Financial Guarantee Contracts or Mortgage Guarantee Contract
- Forwards & Futures (FX, Interest Rate, Assets)
- Options and Warrants
- Pensions (Defined Benefit Obligation) or Long Services Compensation
- Promissory or Loan Notes
- Restricted Shares
- Share Appreciations Rights
- Swaps
OUR VALUATION METHODOLOGIES
- Black-Scholes Option Pricing Formula
- Binomial Option Pricing Model
- Monte Carlo Simulation
- Merton Model
- Expected Credit Loss Method
- Projected Credit Unit Method
- Effective Interest Method
