An Extensive Array of
Asset Valuation Services for Financial Instruments

Valuation of Financial Securities, Instruments, & Derivatives

Financial Instruments are contracts for monetary assets that can be purchased, traded, created, modified or settled. There are typically three types of Financial Instruments, cash instruments, derivative instruments and foreign exchange instruments.

Financial valuation for these types of assets involve determining the fair value of equity instruments, debt instruments, derivatives (option and future contracts) and embedded derivatives (convertible bonds / preference shares). Financial Instruments may require valuation for commercial, financial reporting, tax or regulatory purposes.

As a high-calibre asset valuer, RNC offers financial valuation services with rich experience of performing full range of equity and derivative valuation techniques as per guidance given under IND AS 109, Debt instruments as per Fixed Income Money Market and Derivatives Association of India (FIMMDA) guidelines, including:

- Closed form Black-Scholes model
- Binomial lattice models, customized to capture key features such as early exercise option
- Monte Carlo simulations, incorporating performance and/or market conditions and other complexities in the analysis
- Back Solve Models to derive the value of common stock benchmarking with the pricing of Preferred stock
- Option Pricing Models to value Derivatives

To know more about our services, book an appointment with us.

With our valuation services for financial instruments, we can help you in:

Equity Instruments valuations

Debenture valuations of Non-convertible (NCD’s) Optionally Convertible (OCD’s); Fully Convertible (FCD’s)

Options, Warrants, Grants and Rights and other derivatives valuations

Preferred stock for tax and financial reporting purposes valuation

Financial Liabilities valuation

Hybrid Instruments valuation

Credit derivatives such as CDS contracts and swap options valuation

Valuation of Corporate guarantees