Reval delivers a critically important and competitively distinctive capability to clients who seek derivative valuation and hedge accounting support.
We provide an advanced regression analytic capability for hedge assessment.
The Reval auditor-approved method combines advanced analytic models with independent and validated market data. This potent combination, unmatched by our competitors, allows our clients to use regression as an important analytic tool for assessing hedge effectiveness. It is very valuable in producing the best possible hedge assessment where basis exists between the hedging instrument and hedged item.
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