VALUATION SERVICES

  • Pricing Data

    Our consensus market prices allow independent and reliable valuation of your commodities trading books.

  • Transaction Pricing and Valuation

    We offer pre- and post- trade valuation and risk analysis.

  • Portfolio Valuation

    We value your physical and derivatives exposures using tailored approaches ranging from discounted cash flow analysis to stochastic simulations.

Valuation Services

IRISK's consensus market prices enable accurate and independent mark-to-market of your trading portfolios. Covered instruments include physical commodities as well as financial products such as forwards, swaps and options. Volatility, correlations and other more exotic parameters can also be provided. The methodology consists of a daily statistical assessment of mid-market prices given by the most active market participants. To insure data quality, outliers are rejected and information about the submission range is given.

Rely on us to price your commodities transactions and establish their risk/reward profile before you trade, or to value your existing trades. We assist you in valuing your structured transactions, such as the ones involving embedded optionality, extended maturity and low liquidity.

We provide you with independent valuation and risk assessment of your commodities portfolios. Should you require it, we will review your valuation process. We can also provide you with modelisation, reporting and analytical tools.