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

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).

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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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.

Individual Request