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.
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.
Our services cover the following securities:
- Equity derivatives, embedded or stand-alone
- Debt securities, i.e. amortizable, convertible, redeemable
- Contingent claims
- Structured cash flow instruments, i.e. P2P notes
- Forward contracts, swaps, caps and floors