Valuation
BWR provides valuation for Principal Protected Market Linked Debentures (PP-MLDs).
The valuation uses option pricing models in finance and the value often depends
on variables like underlying equity share price, exercise price, volatility of the
stock, movement of index, interest rate or commodity prices, etc.
Salient Features:
- Periodic monitoring of stock price, yields/returns to update valuation
- Estimation
of volatility of the underlying equity shares
- Neutral view on instruments as an
independent third party valuer.
- Incorporation of corporate events and rating actions
into the valuation process.