Independent valuations & reports

At DV01 we believe it is important that companies have the opportunity to receive independent valuations and reports of their derivatives portfolio. The introduction of new accounting standards requires that most end-users take a radical new approach when reporting their positions. It also means that companies that had previously relied on their counterparty to provide mark-to-market values must reconsider this practice. Furthermore, auditors acting within the rigorous guidelines of their professional code of ethics will be likely to relinquish such work to ensure the continued perception of their own objectivity and independence.

At DV01 we are able to provide that independence as our business is solely focused on custom made reports for treasury and risk managers. We do not sell or represent other products or services, nor provide auditing advice. Our pricing system and our data are sourced independently and are available for verification.


It’s important for all end users of derivatives to accurately measure their market and liquidity …

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Derivative Valuations

At DV01 we use a professional pricing platform for all our reports, which is compliant with …

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OIS Discounting: the new market standard. A growing number of market participants...

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