Independance and Insight Made Attainable

DerivActiv offers both corporate and tax-exempt enterprises a powerfull portfolio risk management and hedge accounting service with distinct advantages.

Daily Mark-to-Market Derivative Valuations

DerivActiv provides daily mid-market valuations for swaps and other derivatives. These values can be used to meet FASB Statement 133 and GASB standards, identify trends, and spot potential opportunities or risks.

Active Swap Monitoring through Threshold Alerts

DerivActiv sends e-mail alerts to provide an early warning of events or trends that may affect derivatives’ positions. Early alerts allow clients to actively manage both risks and opportunities created by market changes.

Calculating Cash Flows

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.

Hedge Accounting

DerivActiv performs all of the required hedge effectiveness tests (Methods 1, 2 and 3) per FAS 133. Clients can use the information provided for journal entries in financial statements.

Swap Footnote Disclosure

DerivActiv provides assistance with the swap footnote disclosure for the annual financial reporting required under GASB.

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.

Valuation Attestation Letters

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

Convenient Access

DerivActiv understands the importance of receiving prompt, accessible and accurate information concerning outstanding swaps. Clients receive easy access to derivative valuations through the website, direct telephone support from our operations team, e-mail or paper monthly statements, and written reports upon request.

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.