Modern financial instruments, especially financial and commodity derivatives are complex and individually structured. For those instruments mostly standard valuation tools are not at hand or cannot be modelled as quickly as required.

 

IPV is a service by which our clients can have Maravon quickly and reliably mark their financial instruments to market. The major reasons why Maravon was mandated to conduct IPVs were:

 

• Quick secondary pricing during a price negotiation with a bank or broker
• Fulfilling accounting requirements for IAS 9 or IFRS 7
• Fulfilling regulatory requirements for MaRisk and MiFID

 

We use our own pricing tools from our Maravon Analytics Library (MAL), that are also built in advanced financial management software, such as VirtualTreasury.

 

To obtain more information, please contact our Prime Services practice under +49 69 505 092 468 or primeservices@maravon.com.

 

 

 

 

IPV is an easy 3-step process.

 

Firstly, clients contact us by phone. In this call a member of our Prime Services-team discusses our client's position and checks whether we are able to value the financial structure in hand. In case of a 'yes', we immediately send our client an e-mail with both, an offer for the IPV for his or her positions, and a checklist for the position details we need for the pricing.

 

In a second step, our client sends an e-mail to us, attaching the position details in and Excel-file and a term-sheet, if this is available as well.

 

Thirdly and last, we set-up a model using the Maravon Analytics Library (MAL), compute the independent price and return an IPV-report package to our client.

 

 

 

 

IPV clients are sent an IPV-report package consisting of an Excel-file and a PDF-file that provide the following information:

 

• Position overview (xls)
• Independent pricing as of reporting date (xls)
• Price-sensitivities towards relevant market risk factors as of reporting date (xls)
• All model inputs, i.e. market rates and parameters (xls)
• A mathematical description of the model used for valuation (pdf)

 

Please view a demo IPV-report by opening the document below.

 

>> Sample Report IPV

 

 

Maravon's pricing capabilities span a wide range of financial and commodity markets, including equities, rates, bonds, mortgages, credit, foreign exchange, precious metals, industrial metals and petroleum. A detailed list of the financial and commodity instruments, covered, is provided in the following document.

 

>> Instrument Coverage IPV