Independent Valuation

Momentum Consulting provides a wide range of services allowing close monitoring of Derivatives Products (stock options, structured products, Proprietary indices) and independent valuation.
Over the years, we have built a solid modeling base with a large library of pricing models and calibration methods and a capacity to retrieve, select and filter the most appropriate market data.
The output from our solutions covers the following needs:

• Independent valuation.
• Risk Analysis.
• P&L Analysis.
• Sensitivities.
• Stress Test Scenarios.
• Historical VaR.

These results are reliable, traceable and independent. Our focus on these key elements enables our customers to regain trust and control in their risk management and helps them meet regulatory and prudential requirements.

Audit & Consulting

Momentum Consulting can

• Either perform an audit of the models used by its customers and subsequently suggest improvements if needed.
• Or develop with them dedicated valuation models and tools to address their specific needs.

For those who already have in-house models, we can run parallel calculations and confront our results for validation. We can also run specific risk analysis of their derivatives portfolio and identify the embedded risks.

Lastly, for those of our customers who contemplate to develop a fully integrated internal solution, we can make an assessment of the required resources and the optimal organization that would meet their needs.

Training

Understanding the complexity and the diversity of derivatives products can be a real challenge for our customers.
In this context, we provide training sessions that cover the following subjects:

• Introduction to Derivatives Products.
• Derivatives: Instruments for Hedge or Leverage.
• Models and algorithms for pricing derivatives.
• Calibration and Model Risk.

These training sessions are targeted at:

• Middle/Back Office.
• Junior Traders.
• Sales.
• Audit & Control.
• Finance.

In addition, we may provide our customers with tailor-made training sessions to meet specific requirements.