Services

Financial valuation tools

Engineering Services CROM is your new local provider of validation, engineering and management services. Broadening the definition of quality to include economic value and practical utility to customers, CROM is focused in providing high quality services that will result in higher return on investment. Controlling, Recording, Optimizing and Managing projects is our expertise. With over eight years of professional experience in manufacturing, chemical and drug product substance product facilities, CROM is oriented to provide excellent customer service while focusing in Good Manufacturing and Engineering Practices. The variety of assigments has been implemented to: Control Systems (DCS, PLCs) HVAC Systems Purified Water Nitrogen Compressed Air Oil Free Vacuum Systems Cooling Towers Chillers Fire Alarm Systems Labelers Checkweighers Centrifuges Reactors Crystallizers Fluid Bed Dryers Heat Exchangers Heat Tracing Systems Bin Lifters / Bin Inverters Waste Water Treatment Plants We offer different solutions which cover the banking and insurance sectors as well independent financial advisors valuation needs: Fairmat Server:  A valuation platform designed for the enterprise’s front office. Relying on Fairmat Server architecture, we design and deliver custom solutions for pricing and assessment of financial products portfolios, and performing analysis which includes pricing, risk monitoring and performing CONSOB  (the Italian bank authority) provisions for the transparence of investments. Fairmat Professional:  a desktop financial modeling suite which allows users to model and to price any derivative contract, starting from plain vanilla to complex exotic products and credit derivatives. The key feature of the product is  its flexibility, and the ability to use different stochastic models and solution techniques for the same contractual structure making it a practical solution for prototyping products and benchmarking stochastic models.   Furthermore, many different analyses can be performed on the products from pricing to IAS-39 hedge accounting. The product is integrated with a market data provisioning service or with third party data providers such as  Bloomberg Professional. Read more... We also sponsor the Fairmat Academic project, a multi-platform software which allows students to learn how to price, assess derivatives products and evaluate projects using the real options approach. Fairmat Academic can be freely used and extended. See the project website.

Independent Valuation Services

By combining market data, state-of-the art valuation models, Fermat Consulting SRL specializes in the evaluation of financial derivatives and OTC contracts. We offer independent valuations, monitoring and reports which can be used for pricing, benchmarking and risk management for your portfolios of financial products in the following asset classes: Interest rates / Inflation-linked derivatives Credit derivatives Fixed income FX derivatives Equity Structured/Exotic Products Energy Derivatives We can also provide valuation models for new instruments or exotic illiquid derivatives and perform capital budgeting and Real Options analyses.  Our valuation capabilities allow you to gain transparency, to clarify the evaluation process of complex instruments and to meet internal or regulatory policies or  gain insight and an explanation of how prices are calculated by your counterparty. IAS-39 Hedge Accounting Services The directive IAS39 regulates how derivatives must be accounted and in particular requires that all derivatives must  be marked-to-market.  The changes in the mark-to-market must be hence taken into account as profits and losses. We deliver IAS39 hedge accounting reports for your financial instruments over the following asset classes: Interest rates / Inflation-linked derivatives Credit derivatives Fixed income FX derivatives Equity Structured/Exotic Products Energy Derivatives Our services consist of quarterly or semestral reports containing a valuation of  the hedge effectiveness  and the mark to market of your derivatives contracts  portfolios.