Derivative Valuation & Accounting Services

We have been providing certified valuations of outstanding derivatives for a large number of Indian companies since 2008. Our valuations are accepted by all the large audit firms, and in many cases, particularly in complex transactions, we have been called upon to explain valuation methodologies.

Please contact Aniket (09223300434) or for further information. The range of our accounting services is listed below.

Monthly / Quarterly Valuation
  • Forward contracts
  • Plain vanilla options / combination of options (currency and interest rate products) and
  • Interest Rate Swaps and Cross Currency Swaps.
Accounting Guidance
  • On first time implementation of Ind AS 39 / IFRS convergence
  • Clarifications / Guidance on AS 11 / AS 30 provisions, and disclosures as required by RBI
  • Pricing / evaluation of derivative structures offered by banks (transaction-based)
  • Review & Revision of Accounting Policies (for FX)
Hedge Accounting
  • Preparation/ review of hedge document
  • Measurement of fair value changes and effectiveness testing
  • Accounting treatment
Other Specialized Services conforming to Indian GAAP/ IFRS
  • Valuation of ESOPs as on reporting date
  • Valuation of FCCB (with or without hedging) with related disclosures in the balance sheet
  • Valuation of medium and long-term loans, applying effective rate of interest method
  • Fair value of financial assets and liabilities, in case of acquisition/ mergers
  • Compliance with AS 31/32 (presentation of balance sheet and disclosures)
  • Valuation of debt market instruments: bonds and notes (including floating rate notes) – domestic as well as global
  • Review/ validation of bank exposure limits of large corporates