Market Risk Group

Whether it’s financial instrument valuation, navigating the accounting rules or risk monitoring, the CFO’s/Treasurer’s agenda has never been fuller. We in PwC recognise these challenges as part of the reality of business life today. Our Market Risk Group provides assistance to clients through a dedicated team of financial instruments specialists who have over 30 years of experience in the local and international financial markets. We have a track record of generating real benefits for clients, primarily in relation to cash savings or management of income statement volatility or cost savings.

 

  • Are you satisfied with the methodology and due diligence applied by your third party valuation provider (e.g. bank counterparty)?
  • How do changes to your business and outlook impact hedge accounting and the income statement?
  • Is there sufficient flexibility in your hedge accounting to allow changes to your funding/debt profile as market opportunities arise?
  • Do you have the right mix of derivatives and other risk management instruments to meet your business needs?
  • Are you monitoring risk at the right levels and with the right mix of measurement and reporting?

  • Assisting with independent valuation methodologies (including derivatives, issued debt, embedded derivatives, stock options);
  • Advice on how to restructure financial instruments as a result of changes in the business or its financing;
  • Review of all aspects of hedge accounting (including training on technical and practical accounting issues and latest developments);
  • Training on technical and practical financial instrument accounting issues, including latest developments;
  • Review of market risk mitigation processes in terms of product type, cost, and volatility reduction (economic and accounting).