Bob Sangha, one of the firmâs founders, elaborates, âWe provide our clients fair value insight through unbiased and independent valuations based on quoted market data, carefully calibrated models, and proven valuation methodologies. Our services help firms reduce their operational risk and achieve valuation transparency for their derivative portfolios. Standing behind what we deliver, we truly focus on customer service, and strive to build relationships where we are your trusted partner.â
The valuation services are offered for:
â¢Scheduled Valuation and Risk Reports as your primary pricing source.
â¢Pre-Deal Pricing as a sanity check for an instrument you are buying or selling.
â¢Benchmark Pricing as a Complimentary Pricing Source to your dealer marks or existing solution.
â¢Interim Solutions until you are able to fill the analytical or market data gaps.
â¢White-Labeled Services for your clients.
Run by experienced derivatives market valuation experts, OTC Valuationsâ system employs mark-to-model and mark-to-market valuation methodologies by combining leading analytics with numerous market data sources to generate scheduled reports.
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 Valâs market professionals offer mark-to-model valuation based on careful calibration of industry standard models.
With increased regulatory and investor focus on the transparency of derivative valuations, independent valuations are becoming essential for organizations. As the complexity of derivatives contracts and valuation methodologies increase, so too will the lack of valuation transparency.