Financial Instruments Valuation
Organizations often need an independent valuation of financial instruments across asset classes in special situations, including financial reporting, risk advisory, transactions, financial due diligence, restructurings, liquidations, disputes, litigation, arbitration, and internal and regulatory investigations. Our clients engage FTI Consulting for our established track record of providing expertise-led and technology-enabled solutions backed by deep industry experience and academic rigor. The combination of quantitative and trading expertise across asset classes and reliance on proprietary methodologies and technology enables us to provide transparent, reliable and objective valuations. We can value financial instruments from vanilla and liquid to complex and illiquid.
How We Help
Clients are increasingly facing quantitative challenges that require robust data analytics and computationally efficient models. Our team of trading valuation and risk management experts has years of experience building proprietary valuation, trading and risk analytics technologies that span every asset class and geographic location. We support clients with advanced modeling capabilities across multiple asset classes and large datasets, and in computation demanding matters that require multiprocessing technologies. We’re renowned for applying industry knowledge, intellectual capital and proprietary technology to produce high-quality, independent valuations and tailored risk management analytics.
Our firm’s proprietary portfolio valuation and risk management system, Quantum, provides the flexibility, computation efficiency and performance to assist clients in situations where time and accuracy are of essence. It is an institutional-grade system designed to follow best practices in analytics and risk management, such as those used by the most sophisticated broker dealers and hedge funds.
Quantum delivers advanced financial modeling and proprietary analytics for financial instruments, including structured products and complex derivatives. It can be tailored to provide dynamic modeling and evolutive solutions adapted to clients’ needs as new developments and challenges arise. It can also accommodate bespoke portfolios of financial instruments and trading/hedging portfolios, and offers customized analytics and reporting, complex scenario modeling and stress testing. And it is supported by a rigorous and advanced architecture which offers scalable and highly evolutive capabilities to serve our clients.
Quantum is our most advanced and integrated valuation and risk management system. However, our experts can also deploy simpler alternative valuation and risk management solutions whenever best suited for a particular client need. No matter the solution deployed, clients benefit from our comprehensive valuation services and stress testing frameworks, which includes comprehensive scenario analyses and advanced risk reporting across asset classes.