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...

Mark Taheny

Managing Director
As Managing Director, Mark has lead the debt financing and hedging of a number of significant...
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