Valuation of Complex Financial Instruments

The contract seeks an independent valuation service for derivatives, structured products, and other complex financial instruments held by government entities under the Office of the Auditor General of Canada. The goal is to ensure accurate, unbiased, and transparent assessments of these assets to support accountability and financial reporting standards. The work must be performed in accordance with nationally and internationally recognized valuation methodologies and must be delivered with sufficient documentation to enable auditability and verification. The contract is classified as a subcontract under NAICS code 523930, which pertains to other financial investment activities, and has an indefinite response deadline set for January 1, 2100, indicating an ongoing or open solicitation. Performance is expected to be carried out across Canada, with no specific physical location mandated. The contracting authority, the Government of Canada, requires expertise in valuing non-standard and illiquid financial instruments, with an emphasis on independence, objectivity, and adherence to public sector financial governance principles.