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When and how to use Reval Center.™

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When and how to use
Reval Center.в„ў
Reval Centerв„ў is a team of experts in financial engineering,
derivative valuation, and accounting that provide:
• Derivative and financial instrument valuation
• Hedge accounting and compliance reporting
• Hedge accounting advice
Reval Center delivers three types of services:
1. Independent valuation of derivatives and financial instruments ranging from plain
vanilla to exotics
2. Independent hedge accounting documentation to meet financial reporting
guidelines established by ASC 815 (FAS 133), ASC 820 (FAS 157), ASC 820-10
(FAS 161), IAS 39, IFRS 7, IFRS 13, and others
3. Objective and expert opinion on a broad range of hedge accounting and derivative
valuation issues
For Derivative and Financial Instrument Valuation
Reval Center uses independent market data and battle-tested financial analytics.
This combination allows us to offer fast, accurate, and reliable valuations for
derivatives and other financial instruments. This service has been developed to
provide transparency, flexibility and expertise to banks, issuers, treasurers, fund
administrators, corporations, and brokers-dealers – whether the need is to value
complex or plain vanilla financial instruments.
OUR ASSET CLASS COVERAGE
-
Interest Rates
Structured Rates
Foreign Exchange
Energy
Agricultural
Metal
Credit
Equities
Our basic five-step approach for independently valuing your
trades:
2. MARKET DATA
Source & Validate
В­Independent Market Data
1. TRADES
Clients Send
Confirmations
Client
Reval
3. MODEL
Model, Verify Trade &
Calibrate Market Data
5. REPORT
Report To Clients
4. VALUE
Value Trades & Substantiate
Valuation Results
Samples of exotic derivative valuations:
• I nverse Floating Rate Bonds/Swaps – Interest is paid at a fixed rate less a multiple of an index. Interest can be capped and/or floored and
the instrument can be called during its life.
• CMS Spread Formula Ratchet Bonds – Interest is paid at a rate based on the spread between two CMS indexes plus or minus a spread and
multiplied by a factor and paid in another currency. Coupon ratchets up each period and coupon in each period can be capped and/or
floored.
• Embedded Credit Default Swaps – Credit default swaps embedded in the potential future exposure of a portfolio of interest rate and cross
currency swaps.
• Complex Options Embedded in Government Bonds – Valuation of bondholder put options embedded in government bonds.
• Nth-to-Default Callable Basket Credit Linked Notes – First to default coupon bearing basket credit linked notes.
• Nth-to-Default Callable Basket Credit Default Swaps – First to default premium bearing basket credit default swaps.
For Hedge Accounting
Reval Center works well for companies that do not have the time, personnel, or in-house expertise to comply with the complex guidelines
established for the hedge accounting standards of FASB and IASB. After setting up a Reval Center account, just simply send us your
transaction details and hedge strategies and we handle the rest — the essential hedge designation documentation, assessment, and
measurement tasks required to produce hedge accounting reports and journal entries. Our process works as follows:
2. BOOK & VERIFY
Executed Hedges & Exposures
1. HEDGE
Clients Send
Executed Hedge
Client
Reval
3. LINK & VERIFY
Hedges & Exposures
5. REPORT
Reval Generates
Financial Reports
4. MEASURE
Trades Valuation, Assessment &
В­Measurement of FAS 133/ IAS 39/
CICA 3865 Effectiveness
For Hedge Accounting Expertise
Reval Center uses its access to Reval’s Hedge Accounting Technical Task Force (HATT) to respond to client inquiries spanning derivative
valuation and hedge accounting issues. This elite team represents top talent within Reval across its three core competencies of derivatives,
accounting, and technology. Their experience runs deep: Big 4 accounting backgrounds, accounting policy experts at major multinational
banks, international chartered accountants, derivatives experts from top-tier investment banks, and treasury management staff from
major corporations. Collectively, this team provides thought leadership and technical expertise that ensures the continuing development of
Reval’s platform, which is recognized as the world’s leading derivative risk management solution.
About RevalВ®
Reval is a leading, global Software-as-a-Service (SaaS) provider of comprehensive and integrated Treasury and Risk Management (TRM) solutions. Our cloud-based software and related
offerings enable enterprises to better manage cash, liquidity and financial risk, and includes specialized capabilities to account for and report on complex financial instruments and hedging
activities. The scope and timeliness of the data and analytics we provide allow chief financial officers, treasurers and finance managers to operate more confidently in an increasingly complex
and volatile global business environment. Using Reval, companies can optimize treasury and risk management activities across the enterprise for greater operational efficiency, security,
control and compliance. Founded in 1999, Reval is headquartered in New York with regional centers across North America, EMEA and Asia Pacific. For more information, please visit www.
reval.com or contact info@reval.com.
For more information, please visit www.reval.com or send an email at info@reval.com
New York • Philadelphia • Chicago • San Francisco • Toronto • London • Germany • Austria • Sydney • India • Hong Kong
Copyright В© 2012. All rights reserved. RevalВ® is a registered trademark of Reval.com, Inc.
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