Hedge Accounting and Valuations

Valuation of complex derivatives instruments and hedge accounting reports.


Centrus partners with titantreasury™ and a market leading derivatives software technology to provide clients with independent valuations and analysis, CVA/DVA adjusted valuation services where reporting under IFRS. We support our clients with their hedge accounting requirements through the titantreasury™ technology platform, including strategy, effectiveness testing, and documentation.

Our powerful quantitative platform is built to perform complex valuations of derivatives instruments as well as the following solutions:

  • Standalone hedge accounting reports
  • Ad hoc accounting advice on new standards or changes to existing hedging strategies
  • Support for hedge effectiveness testing as part of the end-of-year audit process
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our people

Meet our experts in Hedge Accounting and Valuations

Gilles Bonlong

Head of System Implementation
Gilles joined Centrus as a Senior Treasury and Risk Consultant and leads our titantreasury...

Joshua Tinashe

Senior Developer
Joshua is a Solutions Architect for the Centrus Analytics team.

Lawrence Gill

Lawrence is a financial modeller and advisor with experience across a wide variety of transactions...
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