We provide independent advice related to interest rate swaps and other types of derivatives, ranging from development of swap policy to complex restructurings. We are not a counterparty so our advice is objective and unbiased.
Review client objectives and capital structure to develop a swap policy as template for future derivatives transactions.
Provide regular, independent estimates of Mark-To-Market based on current market conditions.
Monitor MTM based on predetermined criteria and assist with achieving optimal termination terms, including termination amount.
Assist with transfer of existing swap to a new counter party based on credit, legal and other parameters.
Identify potential swap counter parties, develop solicitation/bid form, seek bids from interested parties, negotiate credit support and other terms, and execute transaction.
Provide fair value estimate under FASB ASC 820, factoring in non-performance / credit risk.