We thrive on building consultative partnerships with clients. Beyond providing accurate opinions of value, Sorbus helps clients achieve comfort with and understanding of valuation approaches in the context of tax and financial reporting requirements. We help define valuation project scope and timelines, manage all aspects of execution, and take a "hands-on" approach during audit reviews.
Complex Financial Instruments
Sorbus offers valuations of complex financial instruments such as derivatives, contingencies, multi-element financing agreements, and structured cash flows. We deliver accurate and meaningful value estimates by implementing advanced valuation techniques with programming and Monte Carlo software while integrating across related valuation projects.
Our services cover the following securities:
Equity derivatives, embedded or stand-alone
Debt securities, i.e. amortizable, convertible, redeemable
Contingent claims, earn-outs
Structured cash flow instruments, i.e. P2P notes
Forward contracts, swaps, caps and floors