Asset Klassen2018-07-25T16:28:39+00:00

Asset Klassen

Breite Marktabdeckung aus einer Hand

Die internationalen Finanzmärkte entwickeln sich in rasantem Tempo. Stetig erweitern global agierende Banken und Spezialfinanzierer ihr Portfolio mit innovativen Ideen. Durch aktive Marktbeobachtung und tiefgehendes Research sind wir als hochspezialisierter Bewertungsdienstleister stets auf der Höhe der Zeit und entwickeln unsere Modellbibliothek entsprechend kontinuierlich weiter.

Auf diese Weise ist unser Bewertungsportfolio über die Jahre stetig gewachsen und umfasst nahezu das gesamte aktuelle Marktspektrum.

INTEREST RATE DERIVATIVES

  • Vanilla Swap
  • Cross-Currency Swap
  • Basis Swap
  • CMS Swap
  • Total Return Swap
  • Equity Linked Swap
  • Range Accrual Swap
  • Index Amortizing Swap
  • Equity Basket Swaps
  • Variance Swaps
  • Volatility Swaps

COVERED FEATURES

  • Cap/Floor/Collar
  • Callable
  • Puttable
  • Swaption
  • Sinkable
  • Fix-to-Float
  • Step-Up
  • OIS Discounting
  • Brazilian Swaps
  • Mexican Swaps

CROSS-CURRENCY SWAP TYPES

  • Fixed-Float
  • Fixed-Fixed
  • Float-Float

INTEREST RATE UNDERLYINGS

  • Fix
  • Float (Libor, OIS)
  • CMS
  • CMS-Spread
  • Equity
  • Futures
  • Options
  • Baskets / Total Return Strategies

CREDIT DERIVATIVES

  • Credit Default Swap
  • Credit Default Swaption
  • CDS Indices
  • CDS Tranches
  • CDS Basket
  • Credit Baskets

MONEY/FOREX MARKETS

  • FX Forward
  • FX Outright
  • Forward Rate Agreement
  • FX-Swap
  • FX Option

HYBRIDS

  • Convertibles
  • Coco-Bonds

COMMODITY

  • Futures
  • Options
  • Baskets / Total Return Strategies

INFLATION

  • Inflation-linked Bonds
  • Zero Coupons (ZC)
  • Year-on-Year (YoY)
  • Cap/Floor ZC
  • Cap/Floor YoY

BONDS

  • Corporate Bonds
  • Financials
  • Pfandbriefe
  • Callable Bonds
  • Puttable Bonds
  • Agencies
  • Municipals
  • Jumbos
  • Sovereigns
  • Dual-Ccy-Bonds
  • Emerging Market Bonds
  • Defaulted Bonds
  • Danish Mortgage Bonds
  • Inflation Linked Bonds
  • Credit Linked Bonds
  • FRN
  • CMS-Bonds
  • Mezzanine
  • Genussscheine

HYBRIDS

  • Convertibles
  • Coco-Bonds

STRUCTURED FINANCE

  • ABS
  • CLO
  • CMO
  • MBS
  • RMBS
  • CMBS
  • Synthetic Single Tranche CDOs
  • Cashflow CDOs
  • CDO–Squared

REAL ESTATE

  • 1 Lien Loans
  • 2 Lien Loans
  • Bridge Financing
  • Mezzanine Loans

CORPORATE FINANCE

  • Schuldschein SSD/NSV
  • Syndicated Loans
  • Sen. Corporate Loans
  • Subordinates Corporate Loans
  • Equity-Trigger Mezzanine

INFRASTRUCTURE

  • Project-Finance
  • Renewable Energy Finance
  • 1 Lien / 2. Lien Infrastructure Loans
  • Seed Capital Loans

SHIPPING-/AIRPLANE FINANCE

  • Lease Financing
  • 1 Lien Financing
  • 2 Lien Financing

SPECIAL FINANCE

  • Non Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier-1 Capital
  • UT2-Capital
  • LT2-Capital
MONEY/FOREX MARKETS

MONEY/FOREX MARKETS

  • Deposits
  • Spots
  • FX Forward
  • FX Outright
  • Forward Rate Agreement
  • FX-Swap
  • FX Option (see Option Features)
  • Commercial Paper
  • Power Reverse Dual Bond
  • Repos
  • Security Lending

AIF

AIF

  • Energie
  • Infrastruktur
  • Real-Estate

EQUITY

EQUITY

  • Private Equity
  • Corporate Equity
  • Equity Mezzanine
  • Venture Capital / pre IPO

CERTIFICATES

CERTIFICATES

  • Delta-1 Certificates
  • Structured Certificates
  • Discount
  • Sprint
  • Express
  • Participation
  • Bonus / Reverse Bonus / Cap Bonus
  • Reverse Convertible
  • Outperformance
  • Guarantee
  • Airbag
  • Basket
  • Knock Out / In
  • Factor
  • Alpha
  • Warrants

COMMODITY

COMMODITY

  • Spots
  • Futures
  • Options
  • Baskets / Total Return Strategies