Hedge Valuation and Monitoring
While the proper structuring of a hedge transaction can assure optimal performance, it doesn't eliminate the need for continual monitoring and valuation. Current accounting guidelines dictate valuation on reporting dates and many derivative users will require valuation and reporting more frequently.
Through the use of proprietary models and market data collected from a variety of sources, Kensington Capital Advisors can provide accurate and independent valuation of derivative transactions as often as needed. Pricing models vary in methodology, which can result in output that is not consistent with the precise level where an individual transaction could be executed in the marketplace. Our substantial experience structuring and trading derivative products allows us to provide values that are as accurate as possible.
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Market Valuation for Financial Statement Reporting
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Verification of Floating Rate Reset Notices and Cash Flow Calculations
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Monitoring of Counterparty Exposure
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Market Valuation to Identify Opportunities for Restructuring