PRIIPs figures & transaction costs (end-of-day calculation)

Your profile

PRIIPs issuer

Your challenge

PRIIP- and MiFID-II-compliant calculation of transaction costs
Calculation of the Summary Risk Indicator (SRI) for the documentation
(Key Investor Information Documents, KIDs) of structured products (PRIIPs)
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

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.

Value-at-Risk
Barrier hit probability
Issuer estimated value (net product price by emission)
Margin analysis
Transaction cost pricing
Calculation of individually definable indicators

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Individual Request

Our solutions at a glance

Market conformity &
revaluation
(ex-post valuation) LEARN MORE

PRIIPs figures &
transaction costs
(end-of-day calculation) LEARN MORE

Arbitrage monitoring &
price analysis
(intraday calculation) LEARN MORE

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

Contact

Looking forward to hearing from you!