To ensure compliance with fair value measurement requirements in Australia, companies need policies and controls in place to appropriately measure fair value. These controls and policies need to take into account current market conditions, including the impact of credit and liquidity, and require documented methodologies and oversight.
The Deloitte Treasury and Capital Markets team offers a variety of services that are tailored to assist with your specific valuation requirements. These include:
- Fair valuation and quantitative services
- Complex derivative valuation
- Model development/validation
- Risk modelling (VaR, EaR)
- Share option valuation
- Scenario/stress testing
- Pricing credit risk and margins.
Contact our experts to find out how we can help you.