OVERVIEW

OTC Val, as your trusted partner, specializes in accurate, timely, and independent derivative valuations of illiquid, hard-to-value OTC securities and exotic structured products.

Through a unique combination of industry, mathematical modeling, market data, software and customer service expertise, we enable clients to comply with derivatives regulations by providing transparent and auditable valuation reports.  Outsourcing this report generation allows you to focus on your core competency by reducing the operational risk of pricing complex instruments and managing market data.

As your primary, secondary, or tertiary independent derivative pricing service, or as a partner delivering a value-added service to your clients, we offer:

• Scheduled Valuation and Risk Reports as your primary pricing source.
• Pre-Deal Pricing as a sanity check for an instrument you are buying or selling.
• Benchmark Pricing as a Complimentary Pricing Source to your dealer marks or existing solution.
• Interim Solutions until you are able to fill the analytical or market data gaps.
• White-Labeled Services for your clients.

Reports can be scheduled (daily, weekly, monthly, quarterly), one-time, or ad-hoc, are available in numerous formats (PDF, DOC, XLS, CSV, HTML), and are based on mark-to-market and mark-to-model pricing.

Instrument Coverage

Through our strong partnerships with leading software and market data vendors, we are able to offer comprehensive coverage; a brief representative list follows:

• Interest rate swaps (vanilla, amortizing, basis), swaptions, caps / floors, FRAs
• FX swaps (vanilla, amortizing, basis), swaptions, forwards, options (barrier, basket, spread, Asian)
• CDS, CDO tranches, CDO², CDS options, basket and index products, asset swaps, total return swaps
• Corporate, callable, and convertible bonds, bond options, inflation instruments, municipal / tax-exempt instruments and derivatives
• Hybrids and structured products (PRDCs, TARNs, snowballs, ladders, Himalayans, equity-linked)

Engagement Process

We value your time and want to ensure we understand your needs and expectations. This involves:

• A brief conversation to determine the level of alignment between your needs and our services.
• The execution of an in-depth due diligence valuation process and proving our solution by pricing your portfolio.
• Ongoing delivery of reports based on your reporting requirements.

Service Standards

Our commitment to you extends beyond simply providing valuation reports. 

We will work with you, not simply for you, to ensure complete satisfaction with our valuation services.  In addition to providing transparent documentation of models, methods, and market data to satisfy internal controls and procedures, we employ the same level of commitment to satisfy your audit requirements.  

Above all, we are focused on delivering consistent and professional customer service.