WHAT IS THIS?
It is an independent valuation tool to determine the market prices of the derivatives most used by companies.
NetDerivatives delivers in real time and historical time the value of currency forwards, inflation forwards, currency and interest rate swaps, currency options, bounded forwards and collars/zero cost collars.
Moreover, it gives the valuation of the portfolio of derivatives under IFRS standard to be used in accounting.
WHAT DOES IT OFFER?
- A stronger bargaining power to take derivatives.
- A fair price (forward rate, price) for the derivatives the customer negotiates with the banks.
- The fair value of the derivatives uploaded by the customer (Mark to Market / Fair Value).
- CVA/DVA adjustment for credit risk in the valuation of derivatives.