end-of-day calculation

PRIIPs figures &
transaction costs

Your profile

PRIIPs issuer

Your challenge

  1. PRIIP- and MiFID-II-compliant calculation of transaction costs
  2. Calculation of the Summary Risk Indicator (SRI) for the documentation
    (Key Investor Information Documents, KIDs) of structured products (PRIIPs)
  3. Calculation of performance scenarios for PRIIPs-KIDs
    optional: with respect to the ESG criteria (Environmental, Social, Governance)

Our solution

Calculating all indicators and risk figures of derivatives and structured products on the basis of end-of-day-valuations

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. Value-at-Risk
  2. Barrier hit probability
  3. Issuer estimated value (net product price by emission)
  4. Margin analysis
  5. Transaction cost pricing
  6. Calculation of individually definable indicators
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!