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Business of Derivative Evaluation

Our company provides calculation of the price of various derivatives.

  • Necessity of market value evaluation in stock option accounting
  • Judgment of the advantageous price when issuing stock and stock option, etc.
  • Necessity of the term-end market price evaluation according to the financial instruments accounting standards
  • Investigation of the prices of specified assets and others in "Investment Trust and Investment Corporation Act"

Interest Rate Derivatives

  • Interest Rate Swap(IRS)
  • Interest Rate Options
  • CMS（Constant Maturity Swap）、 CMS Bonds
  • Floating Rate Bonds (FRN Bonds)
  • CLO(Collateralized Loan Obligation)
  • CBO(Collateralized Bond Obligation)

Please see the link below for more details of Interest Rate Swap.
Summary of Interest Rate Swap
Special Treatment of Interest Rate Swap

Derivatives and Foreign Exchange

  • Currency Swap(CRS)
  • Currency Option
  • Exchange Forward Contract
  • Dual Currency Bond
  • Reverse Dual Currency Bond
  • Power Reverse Dual Currency Bond（PRDC Bond）

Stocks derivatives and so on

  • Stock Option
  • Stock Option
  • Equity-linked Bond

Credit derivatives and so on

Cases we have handled

  • Market value verification service of investment advisory company
    　　Evaluation of the derivatives (with approximately 100 items including interest rate swap, currency swap, credit default swap, etc.) included in the fund that an investment advisory company operates (Entrusted by: Tokyo Stock Exchange 1st section listed company subsidiary)

  • Construction business of the risk management system of an investment advisory company
    　　Creation of the risk management model and issue of second opinion of the derivatives (interest rate swap, currency swap and credit default swap) included in the fund that an investment advisory company operates (Entrusted by: Tokyo Stock Exchange 1st section listed company subsidiary)

  • Business corresponding to lawsuit of exchange derivatives for business corporations
    　　Provision of advice and reports concerning evaluation of lawsuit cases relating to exchange derivatives concluded with foreign-affiliated financial institutions (about 20 cases) (plaintiff side: company listed on JASDAQ)

  • Business corresponding to lawsuit of structured bond for business corporations
    　　Provision of advice and reports concerning evaluation and risk analysis of lawsuit cases relating to structured bonds purchased from foreign-affiliated financial institution (about 40 PRDC bonds)(plaintiff side: unlisted company)

  • Construction business of the risk management system of a foreign-affiliated trading company
    　　Construction of ALM risk management system for exchange exposure management of foreign-affiliated trading company (subsidiary of an overseas listed company)

  • Construction business of the risk management system of a Japanese trading company
    　　Building a hedge position for the hedge of exchange exposure of a Japanese trading company (unlisted company)

    • and others



    For concrete details about evaluations and reference fee scale please click here to contact us.