Financial Reporting

At Variance we have developed a proprietary financial reporting system. Our clients use our reports to monitor their debt, foreign exchange transactions, hedging positions and spot market opportunities. We have applied our expertise to produce a wide range of different reports using standard pricing models and financial analytics:

  • Hedge valuation report
  • Effective financing rate report (interest rate risk only)
  • Expected payments on derivatives report
  • Hedge valuation sensitivity report
  • Hedge rate/price report
  • Effectiveness test report (required for IFRS accounting), etc.

Variance also produces customized reports if required by our clients. We have the expertise to value highly-tailored financial products/hedges, and produce customized reporting for follow-up and analysis. We use our proprietary models to bootstrap interest rate forward curves and option implied volatility surfaces. We have access to a vast amount of live market data that allow us to value financial products from numerous countries and denominated in multiple currencies.

Our clients rely on our reporting tools to monitor their derivatives portfolio and valuations, reconcile bank payments, retrieve transaction information, spot market opportunities, or take strategic hedging decisions. Through our work on many complex financial transactions we have built a technology that gives our clients the accuracy, timeliness, and information security they demand.

Please contact us if you wish to see a demo of our financial reporting system.