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Services
oUr sErvices
Value & Risk offers a comprehensive range of services to meet your investment needs.
Valuation
- Cutting edge valuation solutions for all asset classes and levels of complexity
- From standard derivatives and fixed income to the most complex structured products and alternative investments
- Compliant with regulatory requirements such as AIFMD, KARBV,IFRS, etc.
- Fully supported by our team of experts
- Full transparency for any audit requirements
Risk Analysis
Risk reporting and risk analysis
Value at Risk (VaR)
Risk Sensitivities
Scenario Calculation
In accordance with current European regulations
Transaction Analysis
PRIIPS transaction cost analysis (arrival price methodology)
Ex-ante & ex-post price analysis
Market conformity checks
Full Valuation Service
The Value & Risk Full Valuation Service is one of our most comprehensive offerings
Clients using this service benefit from a comprehensive, fully managed service for all their positions. This includes validation and categorisation of illiquid or traded instruments, as well as model valuation of illiquid and complex financial instruments
Full portfolio coverage
Fully managed onboarding process
Economies of scale
Fully flexible service
Independent Price Verification
Independent price verification for all asset classes and complexity levels
We calculate a plausible price range for each validation based on our valuation corridor technology
Customised validation reporting
Support for validation of any 3rd party quotes
Coverage
highlights
Asset classes
Value & Risk covers virtually every asset traded in the market today. The following list represents some of the highlights. If you do not see your asset class in this list, please contact us as and we can probably provide you with assistance in this category.
Fixed Income
Bonds
Mezzanine
Convertibles
Coco-bonds
EM
Distressed Portfolio
Equities
Private Equity
Corporate Equity
Equity Mezzanine
Venture Capital / pre IPO
FX
Deposits
Spot
Options
Commodities
Spot
Futures
Options
Baskets / Total Return Strategies
Structured
ABS
CLO
CDO
CMO
MBS/CMBS/RMBS
Infrastructure
Certificates
Knock Out/In
Alpha
Warrants
Bonus
Participation
AlternAtive Investments
Renewable Energy
Real Estate
Additional
Services
Consulting Services
Professional and expert support
Training and workshops
Expert opinions
BENCHMARK and derived data
Benchmark Replication
Customised Benchmark/Index
Calculation
Derived market data for illiquid underlyings
Credit spreads and curves
Internal ratings
Broad universe of market data
