Valuations of financial instruments
Valuations of financial instruments
Client needs
- Obtain an independent valuation of complex financial instruments and/or options
Our strengths
- Internal expertise in modelling and valuations (Black & Scholes, binomial, Monte Carlo methods etc.)
- A team with cross-functional skills, allowing them to understand and model the financial instrument as effectively as possible (performance conditions, valuation of an unlisted underlying asset, volatility calculations etc.)
Solutions / services
- Valuation of instruments capable of giving access to the capital, especially in relation to the introduction of employee profit-sharing or incentive plans (options, equity warrants etc.)
- Valuation of financial instruments that are the subject of a public offer
- Determination of the fair value of financial instruments in accordance with IFRSs
Approach / methodology
- Identification of the most appropriate valuation approach given the financial instrument's characteristics
- Identification of key parameters and modelling
- Valuation work and checks on the consistency of the result
Sample assignments
- Valuation of options subject to performance conditions granted to management as part of an LBO
- Measurement of the fair value of stock options granted to the managers of a listed company in accordance with IFRSs
- Valuation of warrants issued by GFI Informatique and subject to a public offer initiated by Manai Corp. as part of an assessment of whether the offer was fair
