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Daily Mark-To-Market Derivative Valuations
DerivActiv provides daily mid-market valuations for interest rate swaps, foreign currency swaps, equity swaps and other derivative instruments. Our values can be used to meet FASB Statement 133 and GASB standards, identify trends, and spot potential opportunities or risks.

Derivactive Payment Verification
DerivActiv independently calculates swap cash flows each time a payment is to be exchanged. Clients are able to check the accuracy of the counterparty’s calculations, resolve payment disputes if they occur, and forecast upcoming payments.

FAS 157 Valuation Services
DerivActiv adjusts periodic mark to market values to incorporate non-performance risk as required under FAS 157. DerivActiv will analyze the underlying instrument, verify its classification, and determine the methodology to accurately adjust for the fair value and exit price of each financial derivative.

FAS 133 Hedge Accounting Services
All derivatives within the scope of FAS 133 must be recorded at fair value as an asset or liability. Derivactiv can assist in providing documentation on gains and losses in the value of derivatives for accounting purposes. DerivActiv performs all of the required hedge effectiveness tests (Methods 1, 2, & 3) per FAS 133. Clients can use the information provided for journal entries in financial statements.

GASB 53 Hedge Accounting Services
DerivActiv provides a full range of services related to the newly issued GASB Statement No. 53 which will require that governments measure derivative instruments at fair value in their financial statements. Analysis includes accounting for termination of hedges and evaluating effectiveness using the consistent critical terms method, synthetic instrument method, dollar-offset method and regression analysis.

Active Swap Monitoring Through Threshold Alerts
DerivActiv sends e-mail alerts to provide an early warning of events or trends that may affect derivative positions. Early alerts allow clients to actively manage both risks and opportunities created by market changes as well as potential collateral posting. Alerts are customized for each client.

Sensitivity Analysis
DerivActiv can supply reports assessing the sensitivity of a swap portfolio to fluctuations in interest rates for both shifts in the yield curve and changes in the shape of the yield curve. Clients can use shock reports as a tool for derivative portfolio planning, when considering new transactions, and for managing and monitoring counterparty risk.

Centralized Derivative Database
DerivActiv provides one-click web access to primary transaction parameters of the swap confirmation for every swap in your portfolio. Clients can analyze individual swaps or the total portfolio by creating customized reports to help understand termination values and derivative volatilities.

Valuation Attestation Letters
DerivActiv provides both clients and their auditors with signed valuation attestation letters on key quarterly or annual reporting dates.

RatingsBell
DerivActiv provides active daily monitoring of counterparty credit ratings. We send email notifications informing you of counterparty credit ratings/outlook changes or other material agreement triggers within hours of the occurrence that may entitle you to receive collateral or other compensation as protection in the event of default.

GICVal
DerivActiv provides independent, unbiased market valuations of Guaranteed Investment Contracts, Forward Delivery Agreements, Repurchase Agreements and Bank Deposit Agreements. By utilizing proprietary models, we provide mark-to-market reports on demand for rebate and arbitrage compliance, reporting for auditors and assistance with amendments and terminations.