Derivative Valuations 

 

Reval’s expansive breadth of global multi-industry clients gives us a unique perspective on the global derivative market place. Reval provides derivative valuations across all major asset classes, providing breadth and depth of coverage unmatched by any SaaS platform dedicated to derivatives and hedge accounting.

Features and Benefits:

Reval has the most comprehensive instrument coverage in the market place.

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 >>

Agriculture

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 >>

General Inquiries

Solution Inquiries

Dig Deeper

 

Use Reval's award-winning Software-as-a-Service to automate financial risk management from exposure capture through hedge accounting and performance measurement

In his white paper, "Interest Rate Fair Value Hedges - Managing the Basis Adjustment" Reval's Peter Seward explains the basis adjustment and methods.

 

FASB and IASB clarify the need to measure the credit risk for fair values

Reval's CEO, Jiro Okochi, expounds upon measuring credit risk for fair value, featured in The Journal of Corporate Treasury Management