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: