Our worldwide community of clients can select from several different financial instruments. Each instrument is supported by independent market data that is thoroughly validated and published daily by Reval’s market data team. Reval clients using our SaaS Web-based platform can produce independent derivative valuations from any or all of these asset classes:
Interest Rates
For a current list of IR financial instruments >>
Structured Rates
For a current list of Structured Rates >>
Foreign Exchange
For a current list of FX financial instruments >>
Energy
For a current list of energy-related financial instruments >>
Agricultural
For a current list of agricultural financial instruments >>
Metal
For a current list of metals-related financial instruments >>
Credit
For a current list of credit financial instruments >>
Equities
For a current list of equity financial instruments >>
About Reval Market Data
Reval publishes independent and objective market data, sourced daily from Thomson Reuters, major broker-dealers, banks, exchanges, and other industry leading data providers. No other SaaS provider of derivative valuation and hedge accounting services offers the breadth of market data that Reval delivers daily to its clients. With this independent data, clients can perform pricing analyses, generate mark-to-markets, and calculate derivative valuations. Reval publishes over 500 market data curves daily.
Reval takes great care in assuring the accuracy and validity of its published market data. Each business day, Reval market data analysts conduct an exhaustive review of the data prior to its end of day publication, which includes checking for missing rates, stale rates, volatile rate movements, and mark-to-market validity testing.
For clients who wish to run valuations with their own market data, Reval provides the ability to load separate curves or combine data with Reval’s curves. Reval accepts and evaluates client requests to add more curves and adds new curves on the third Friday of every month.
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About FAS 157
Financial Accounting Standards Board Statement 157
“Fair Value Measurements”
United States
Reval allows clients to apply FAS 157 fair value measurement standards to their derivative instruments. Our solution to this hedge accounting standard allows clients to:
- Define fair value hierarchies across three levels.
- Manage and assign ISDA netting agreements to qualifying trades.
- Assign fair value hierarchy levels to trades.
- Assign discount spread curves to qualifying trades.
- Establish an exit price for each qualifying trade separating credit and benchmark components.
- Track Level 3 gains/losses and movements reported in OCI, realized and unrealized P&L.
- Stress test FAS 157 credit adjustments.
Reval publishes bank and industry rating specific discount credit spread curves for clients to use in valuations.
For more information on FAS 157 >>
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About IFRS 7
International Financial Reporting Standards
International Financial Standards Board
“Financial Instruments: Disclosures”
IFRS 7 consolidates and expands a number of existing disclosure requirements and adds some significant and challenging new disclosures. Reval allows clients to apply IFRS 7 fair value measurement standards to their derivative instruments. Our solution to this accounting standard allows clients to:
- Group financial instruments into similar instrument classes.
- Determine the fair value of financial assets and financial liabilities.
- Stress test derivative portfolios to determine how results would be affected by changing market conditions.
- Determine an entity's maximum exposure to credit risk and capture any relating collateral held.
- Assign discount spread curves to qualifying trades.
- Obtain a description of each hedge, hedging instrument and fair values of those instruments, as well as the nature of risks being hedged.
- Determine concentrations of risk.
- Perform sensitivity analysis that reflects the interdependencies of more than one component of market risk.
For more information on IFRS 7 >>
Learn more about Reval's worldwide recognition and awards >>
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