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


PMC Analytics provides derivative valuations. These valuations are performed in all leading currencies and are calculated by our user friendly platform, applying accepted market valuation methodology, for a wide variety of derivative products.

Valued benefits

  • 24/7 secure web access
  • Historical and projected derivative cash flows
  • Trade-specific and portfolio level risk metrics
  • Archived day-end derivative values
  • Downloadable valuation detail reports
  • A document repository accessing all derivative related documents
  • Non-performance risk-adjusted fair value for ASC 820/IFRS 13 compliance

What PMC Analytics offers

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.

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.

Client Support

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