The assessment and management of a wide range of derivatives is an integral part of the daily business of many industrial companies and financial intermediaries.

At the same time, these organisations are faced with increasingly complex financial reporting laws and regulations, both at international (IFRS, US-GAAP) and national level (German Accounting Law Modernisation Act – "BilMoG").

We assist you in the structured preparation of the required data (volatilities, interest rate structures, etc.), provide advice with a view to financial structures and support you with modern methodologies derived from managerial finance theory (Black/Scholes/Merton, binomial models, numerical solution processes and simulations).

In line with a balance sheet approach we provide advice on the appropriate implementation and application of IFRS 2 (share-based payments) and IAS 39 (hedging and hedge accounting, embedded derivatives).

Talk to us about your specific requirements.