Instrument Coverage2018-07-25T16:33:09+00:00

Instrument Coverage

Bewertung mit dem Blick fürs Detail

Die Ausprägungen von Finanzinstrumenten können vielfältig sein. Durch zusätzliche Features kann aus einem einfachen Investment schnell ein hoch komplexes Unterfangen werden. Value & Risk hat den Blick für die Details. Unsere Experten haben langjährige Erfahrung bei der Analyse und Erkennung unterschiedlichster spezieller Ausprägungen und wissen diese bei der Bewertung zu berücksichtigen.

PayOffs

  • Put / Call
  • Digital
  • Knock-In
  • Knock-Out
  • Power

Exercise Styles

  • American
  • European
  • Bermudan

Path-dependencies

  • Lookback
  • Asian
  • Range Accrual
  • Forward Start
  • Cliquet
  • Compound
  • Dual Currency
  • Quanto
  • Composite
  • Baskets

SAMPLE OPTION STRATEGIES

  • Risk Reversal
  • Straddle
  • Strangle
  • Butterfly
  • Butterfly Spread
  • Condor Spread (CRS)
  • Condor Spread
  • Diagonal Spread
  • Call/Put Spread
  • Calendar Spread
  • Collar
  • Chooser Options

G7

  • Australian Dollar – AUD
  • British Pound Sterling – GBP
  • Canadian Dollar – CAD
  • Euro – EUR
  • Japanese Yen – JPY
  • Swiss Franc – CHF
  • US Dollar – USD

Other Major Currencies

  • Brazilian Real – BRL
  • Chinese Yuan – CNY
  • Czech Koruna – CZK
  • Danish Krone – DKK
  • Hong Kong Dollar – HKD
  • Hungarian Forint – HUF
  • Indian Rupee – INR
  • Korean Won – KRW
  • Malaysian Ringgit – MYR
  • Mexican Peso – MXN
  • New Zealand Dollar – NZD
  • Norwegian Krone – NOK
  • Philippine Peso – PHP
  • Russian Ruble – RUB
  • Singapore Dollar – SGD
  • South African Rand – ZAR
  • Swedish Krona – SEK
  • Taiwan Dollar – TWD
  • Thai Baht – THB
  • Turkish Lira – TRY

MINOR CURRENCIES

  • Armenian Dram – AMD
  • Argentine Peso – ARS
  • Azerbaijan Manat – AZN
  • Chilean Peso – CLP
  • Colombian Peso – COP
  • Costa Rica Colon – CRC
  • Egyptian Pound – EGP
  • Georgian Lari – GEL
  • Ghanian Cedi – GHS
  • Gambian Dalasi – GMD
  • Indonesian Rupiah – IDR
  • Kenyan Shilling – KES
  • Kyrgyzstan Som – KGS
  • Kazakhstan Tenge – KZT
  • Sri Lankan Rupee – LKR
  • Mongolian Tugrik – MNT
  • Malawian Kwacha – MWK
  • Mozambique Metical – MZN
  • Nigerian Naira – NGN
  • Nicaraguan Cordoba – NIO
  • Omani Rial – OMR
  • Peruvian Sol – PEN
  • Polish Zloty – PLN
  • Paraguayan Guarani – PYG
  • Romanian Leu – RON
  • Saudi Arabian Riyal – SAR
  • Tanzanian Shilling – TZS
  • Ukrainian Hryvnia – UAH
  • Ugandan Shilling – UGX
  • Uruguayan Peso – UYU
  • Zambian Kwacha – ZMW

SWAP-TYPES

  • Vanilla Swap
  • Cross-Currency Swap
  • Basis Swap
  • CMS Swap
  • Inflation-Linked Swaps
  • Range Accrual Swap
  • Index Amortizing Swap

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

EQUITY BASED SWAPS

  • Total Return Swap
  • Equity Linked Swap
  • Equity Basket Swaps
  • Variance Swaps
  • Volatility Swaps
  • Credit Swaps
  • Total Return Swap
  • Single Name CDS
  • Basket CDS
  • n-to Default CDS
  • CDS Tranches
  • Index CDS
  • CDS Swaptions

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

REAL ESTATE

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

CORPORATE FINANCE

  • Schuldschein
  • 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

EQUITY CAPITAL

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

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

EQUITY FORWARD

  • Single Stock Forwards
  • Equity Index Forwards

INTEREST RATE FORWARDS

  • Bond Forwards
  • Repos

Money-Market / Fx-Forwards

  • FRA
  • REPO
  • Currency Forwards
  • FX-Forward
  • NDF

COMMODITY FORWARDS

  • Commodity Forwards
  • Index/Basket Forward
ABS

ASSET BACKED SECURITIES

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