Valuation pricing, fair values & risk figures (end-of-day calculation)

Your profile

Bank, asset manager or PRIIPs issuer

Your challenge

Valuation price determination according to KARBV
Valuation price determination according to IFRS
Issuer estimated value (according to DDV)
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

Implementation

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

Scope of services and optional features

Delivery

We provide flexible delivery methods, including API, FTP, or email, ensuring you get the data you need when you need it where you need it.

Post-trading valuation and risk analysis on the basis of current and historical market data
Risk aggregation and scenario calculation
Freely configurable sensitivities for usage and protection of single positions or portfolios
Free choice of the calculation frequency