Welcome to the Value & Risk Valuation Services Homepage
One of the primary reasons for the recent financial crisis was (and unfortunately still is) the mispricing of financial assets due to a lack of transparency in the financial markets. Value & Risk's main goal is to increase transparency in the financial market, thus making a contribution to preventing a possible future fall.
In recent years, different buzzwords, such as “fair value” and “independent valuation” have significantly gained on importance. Politicians, supervisors, as well as investors and banks, have begun to understand how important (and complex) independent valuation is, and that it cannot be left in the hands of trading-floor practitioners and asset managers. New regulations like the IFRS, FAS, InvRBV and many others have all basically the same common understanding about pricing illiquid instruments, which is mark-to-market oriented. In Value & Risk we work according to the strictest professional standards to fulfill European and American valuation laws and regulations.
We offer our customers an all-in valuation service: all that we need from our customers are identifiers (e.g. ISINs or CUSIPs) or the static data of an OTC (e.g. terms and conditions). From this point, we take over the analysis, extraction of market data, pricing and SAS 70 quality-assurance procedures. Our customers can fully outsource the pricing and pricing validation functions to the valuation experts at Value & Risk and concentrate on their core business.
Our Main Focus
Our expertise is the theoretical valuation of complex, illiquid and OTCs assets. We do this using Front-Office, state-of-the-art, methods with extensive (ISAE3402 Type 2) quality assurance.
For the valuation of complete portfolios that aslo include more liquid assets, we work hand in hand with market data vendors.
We focus on:
- Illiquid instruments such as loans, private placements and illiquid bonds
- OTC Instruments: Interest-Rate, Equity, FX, Credit, Commodity, Inflation
- Structured products, including the most exotic assets
- ABS products: MBS, CMBS, CLO etc.
- Hybrid, tailor-made and special products.
Though the range of our services is extensive, we continuously expand into new areas as they are needed in the market. Please contact us if you have an issue where you think we can work together.