Valuation &

Accounting Support

Kensington provides accurate independent valuation services for a variety of financial agreements and assets, including interest rate and commodity derivatives, investment agreements and bonds. Ongoing monitoring of accurate valuations for financial products is a crucial component or prudent risk and/or collateral management.

Valuations can be provided through the secure section of our website, regular or secure email systems. Customized solutions are available to meet specialized reporting requirements ranging from individual transactions to large portfolios. Current accounting guidelines dictate valuation on reporting dates and many derivative users may desire valuation and reporting more frequently. Kensington provides independent product and asset valuations for auditors.

Additional hedge accounting services include Hedge Designation, Regression Testing, Credit Valuation Adjustment (CVA) Calculations and GASB and FASB Reporting Compliance using either LIBOR or OIS discounting. Our team works with clients to answer any questions they or their auditors may have to make sure clients fully understand transactions, their market valuations and how those valuations are derived. Assisting clients executing transactions in the market daily allows Kensington to stay abreast of current valuations in the relevant marketplace.

We are able to leverage our valuation expertise to provide clients with pricing transparency to achieve the best possible execution. Kensington’s valuations are backed by state of the art proprietary derivative and asset pricing models. Our customized systems combine flexibility with robust analytics that are continually updated to incorporate evolving valuation methodologies consistent with those used by the largest financial institutions.

Although Kensington’s systems are important, our professionals have the vital experience to properly operate the models resulting in consistently accurate valuations. Our valuation expertise allows our clients to successfully negotiate pricing and confidence that they execute at agreed upon levels.

Contact us for additional information on our valuation and monitoring services. Kensington provides additional support services including Dodd-Frank compliance, reinvestments, and derivative education.