This service has been undertaken regularly for auditors and product control teams in investment banks. Working to the clients brief we provide a full assessment of model approaches, assumptions, parameterisations and code as well as comparing current valuations and sensitivities to market changes. We provide a full report of the models we test including comparing them to our understanding of the market norm and particular scenarios that might have serious valuation or hedging implications.

As well as providing the DataPricer system which allows clients to rapidly design and analyse new product terms very cost effectively FVC can also provide its clients with a bespoke product design service. We can work to any specification that a client may have, from a general assessment of the market, new product variations or pricing or backtesting different product types. Please call to discuss your requirements.

FVC has organised conferences attended by a total of over 400 delegates drawn from investment banking and fund management. Recognised as the UK’s leading structured product event they have been sponsored and featured contributions from many leading institutions including Abbey National, Citigroup, CSFB, Lehman, Pinnacle Insurance.and Scottish Life International. FVC has also conducted in-house training for many clients tailored to fit their own requirements and delivered in a time and cost efficient manner.

To find out about our current courses, please contact us.