Risk Quantification Service

Changes to International Financial Reporting Standards (IFRS) require the net ‘mark-to-market’ (M2M) variance of financial derivatives and certain other financial instruments to be moved from the ‘Notes’ section and included in the ‘Profit & Loss’ section of the financial statements.

As the change has both profit and taxation implications, audited firms are required to provide information to their auditors of the valuation sources and assumptions made in calculating the M2M variance.

We offer a cost-effective risk quantitative service that will provide the following:

• Independent valuation of your derivatives portfolio
• Details of the valuation sources and assumptions made
• Managing information (MI) reporting frequency to suit your needs
• Analytical risk-modelling and ‘what-if’ reporting capability