Our 24/7 proprietary derivative valuation platform and hedge accounting service.

Derivatives

PMC Analytics is a cloud-based platform for managing all aspects of your derivative portfolio.

Valued benefits

What PMC Analytics offers

Pricing Engine

PMC Analytics’ proprietary platform calculates daily non-performance risk-adjusted values by applying the latest global best-practice standards. The proprietary nature of PMC Analytics allows us to swiftly adapt our models as standards evolve.

Daily Valuations

Clients have access to a secure 24/7 website to view their portfolio. The website is updated with daily valuations so our clients’ reports are never more than 24hrs away.

Interest Payment Calculator

Free interest payment calculator for new risk-free rates from LIBOR transition.

Market Data

Downloadable interest rate and foreign exchange forward curves.

Fair Value Methodology

PMC Analytics calculates ASC 820/IFRS 13 compliant values for entities around the globe. Applying fair value standards to derivatives is complex.  As many derivatives can be positive or negative during their term, our preferred methodology considers the credit quality of both the hedging entity and bank counterparts.

Client Support

We are always available to assist our clients with derivative related auditor enquiries.