Valuation

We at AVRCPL, have vastly experienced in-house valuation capabilities of vanilla and structured products. We have undertaken valuation exercise for some of the most complex derivative transactions, well before they were valued / priced by anyone else in India.

The valuation model for floating rate bonds (FRBs) (currently in use and approved by FIMMDA) in India was developed by AVRCPL. Also, more recently, we have developed a valuation model for inflation indexed bonds (IIBs) (it is currently under consideration by FIMMDA).