VALUATION AND REPORTING

Unbiased, independent and transparent

 

 

Investors demand independent valuations. R^2’s risk management analytics is fully integrated with its database, streamlining deal capture, valuations and risk reports. The systems are secure and scalable, allowing us to provide an independent commodity portfolio valuation that helps clients comply with all internal and regulatory reporting requirements. The flexible capabilities of R^2 reporting can be tailored to meet your specific needs. Systems are SSAE 16 compliant for internal and regulatory reporting purposes.

 

  • Standard reports include MTM, VaR, CFaR, P&L, Settlement, Position and Counterparty Exposure.
  • Additional reports include credit risk adjustments, sensitivity analysis and interest rate derivatives.
  • Fair value assessments and hedge accounting - R^2 provides support in complying with Fair Value accounting and regulatory reporting requirements.
  • Market data and documentation negotiation both pre and post trade - R^2 maintains records of all trade analyses to provide documentation supporting the rationale and appropriateness of the hedge decision. The cost/benefit of each hedge is quantified.
  • Reporting to Boards of Directors and Management – R^2 works with Senior Management and Boards of Directors to build hedge program action plans that will achieve the desired goal.
  • Valuation and Modeling Services – R^2 provides fair value measurement of derivatives for financial reporting to management and for external audit purposes.