IFRS 9 Financial Instruments

We assist you to STRUCTURE, VALUE and RISK-MANAGE your financial instruments and derivatives in accordance with IFRS 9 including:

  • Convertible or Redeemable Bonds and Notes
  • Convertible Preference Shares
  • Corporate Guarantee
  • Employee Share Options
  • Equity or Credit-link Derivatives
  • Exotic and Real Options
  • Financial Guarantee Contracts or Mortgage Guarantee Contract
  • Forwards & Futures (FX, Interest Rate, Assets)
  • Options and Warrants
  • Pensions (Defined Benefit Obligation) or
  • Long Services Compensation
  • Promissory or Loan Notes
  • Restricted Shares
  • Share Appreciations Rights
  • Swaps

OUR VALUATION METHODOLOGIES

  • Black-Scholes Option Pricing Formula
  • Binomial Option Pricing Model
  • Monte Carlo Simulation
  • Merton Model
  • Expected Credit Loss Method
  • Projected Credit Unit Method
  • Effective Interest Method