SwapWatch, developed by Valuation Associates LLC, is the leading independent service that provides government entities and not-for-profit organizations with the resources and expertise they need to understand and meet the ever-increasing requirements for swaps and derivatives valuation and reporting.
Both the Financial Accounting Securities Board (FASB) and the Governmental Accounting Securities Board (GASB) are increasing the requirements for corporate and governmental entities to report on the nature and continuing valuation of interest rate swaps and other financial derivatives transactions.
SwapWatch:
- Provides municipal issuers with independent price verification, monitoring and reporting services for any and all structures of swap or derivatives instruments.
- Models each swap from its fundamental terms, blending price comparability with performance characteristics in order to achieve accurate valuations.
- Tailors reports to each client’s specific needs, incorporating mark-to-market, profit and loss, and options analyses.
