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

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 solution will be adapted to your individual requirements and delivered to your interfaces as convenient as possible.

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 architecture.

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