end-of-day calculation

Valuation pricing,
fair values & risk figures

Your profile

Bank, asset manager or PRIIPs issuer

Your challenge

  1. Valuation price determination according to KARBV
  2. Valuation price determination according to IFRS
  3. Issuer estimated value (according to DDV)
  4. Barrier hit probability

Our solution

Fair value assessment and calculation of risk figures for of derivatives, bonds, interest rate products, structured products, portfolios and investment funds on an end-of-day basis


  1. Mark-to-Market on the basis of end-of-day prices
  2. Mark-to-Model on the basis of end-of-day prices

Scope of services and optional features


Our solutions will be adapted to your individual requirements and our services will be delivered to you via your interfaces as convenient as possible (e.g., via API, FTP or email).

  1. Post-trading valuation and risk analysis on the basis of current and historical market data
  2. Risk aggregation and scenario calculation
  3. Freely configurable sensitivities for usage and protection of single positions or portfolios
  4. Free choice of the calculation frequency
Not found what you are looking for?

Complex challenges often require individualized approaches. Together with you and based on your business model and our adaptable platform we will design an efficient solution that fits your IT infrastructure and architecture.

Our solutions at a glance


Looking forward to hearing from you!