Assetklassen und Produktspektrum

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Währungen

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Unternehmen

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Modellbewertungen für illiquide Instrumente

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Erneuerbare Energien Projekte mit

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kWh Elektrizitätsproduktion

Unser Bewertungsspektrum

Unsere Bewertungsdienstleistungen erstrecken sich über sämtliche handelbaren Asset Klassen und Komplexitätsniveaus, wie:

  • Fixed income, Equity, FX, Commodity, Inflation
  • Structured Finance
  • Private Equity
  • Private Debt
  • Emerging Markets

 Wir arbeiteten kontinuierlich daran unser Bewertungsspektrum um die neusten Marktentwicklungen zu erweitern – FORDERN SIE UNS mit Ihrem aktuellen Portfolio oder kommenden Investmentideen heraus

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.

Unser Assetklassenspektrum

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

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

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

  • Convertibles
  • Coco-Bonds

  • Futures
  • Options
  • Baskets/Total Return Strategies

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

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

  • Convertibles
  • Coco-Bonds

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

Real Estate

  • 1st Lien Loans, 2nd Lien Loans
  • Bridge Financing
  • Mezzanine Loans

Corporate Finance

  • Schuldschein SSD/NSV
  • Syndicated Loans
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine

Infrastructure

  • Project-Finance
  • Renewable Energy Finance
  • 1st Lien Loans, 2nd Lien Loans
  • Seed Capital Loans

Ship-/Airplane Financing

  • Lease Financing
  • 1st Lien Loans, 2nd Lien Loans

Special Finance

  • Non-Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier 1 Capital
  • UT 2 Capital
  • LT 2 Capital

  • 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

  • Energy
  • Infrastructure
  • Real Estate

  • Private Equity
  • Corporate Equity
  • Equity Mezzanine
  • Venture Capital/Pre-IPO

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

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

Unser Assetklassenspektrum

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

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

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

  • Convertibles
  • Coco-Bonds

  • Futures
  • Options
  • Baskets/Total Return Strategies

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

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

  • Convertibles
  • Coco-Bonds

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

Real Estate

  • 1st Lien Loans, 2nd Lien Loans
  • Bridge Financing
  • Mezzanine Loans

Corporate Finance

  • Schuldschein SSD/NSV
  • Syndicated Loans
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine

Infrastructure

  • Project-Finance
  • Renewable Energy Finance
  • 1st Lien Loans, 2nd Lien Loans
  • Seed Capital Loans

Ship-/Airplane Financing

  • Lease Financing
  • 1st Lien Loans, 2nd Lien Loans

Special Finance

  • Non-Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier 1 Capital
  • UT 2 Capital
  • LT 2 Capital

  • 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

  • Energy
  • Infrastructure
  • Real Estate

  • Private Equity
  • Corporate Equity
  • Equity Mezzanine
  • Venture Capital/Pre-IPO

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

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

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.

Unser Instrumentenspektrum

PayOffs

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

Exercise Styles

  • American
  • European
  • Bermudan

Features of Path-Dependency

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

  • Risk Reversal
  • Straddle
  • Strangle
  • Butterfly
  • Butterfly Spread
  • 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 Krona – 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 Krona – 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

  • 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

Swap Types

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

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

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

  • Convertibles
  • Coco-Bonds

  • 1st Lien Loans, 2nd Lien Loans
  • Bridge Financing
  • Mezzanine Loans

  • Schuldschein
  • Syndicated Loans
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine

  • Project-Finance
  • Renewable Energy Finance
  • 1st Lien Loans, 2nd Lien Loans
  • Seed Capital Loans

  • Lease Financing
  • 1st Lien Loans, 2nd Lien Loans

  • Non-Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier 1 Capital
  • UT 2 Capital
  • LT 2 Capital

  • Venture Capital
  • Private Equity
  • Pre-IPO
  • Corporate Equity

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

  • Single Stock Forwards
  • Equity Index Forwards

  • Bond Forwards
  • Repos

  • Forward Rate Agreement
  • REPO
  • Currency Forwards
  • FX-Forwards
  • NDF

  • Commodity Forwards
  • Index/Basket Forwards

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

Unser Instrumentenspektrum

PayOffs

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

Exercise Styles

  • American
  • European
  • Bermudan

Features of Path-Dependency

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

  • Risk Reversal
  • Straddle
  • Strangle
  • Butterfly
  • Butterfly Spread
  • 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 Krona – 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 Krona – 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

  • 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

Swap Types

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

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

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

  • Convertibles
  • Coco-Bonds

  • 1st Lien Loans, 2nd Lien Loans
  • Bridge Financing
  • Mezzanine Loans

  • Schuldschein
  • Syndicated Loans
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine

  • Project-Finance
  • Renewable Energy Finance
  • 1st Lien Loans, 2nd Lien Loans
  • Seed Capital Loans

  • Lease Financing
  • 1st Lien Loans, 2nd Lien Loans

  • Non-Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier 1 Capital
  • UT 2 Capital
  • LT 2 Capital

  • Venture Capital
  • Private Equity
  • Pre-IPO
  • Corporate Equity

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

  • Single Stock Forwards
  • Equity Index Forwards

  • Bond Forwards
  • Repos

  • Forward Rate Agreement
  • REPO
  • Currency Forwards
  • FX-Forwards
  • NDF

  • Commodity Forwards
  • Index/Basket Forwards

  • ABS
  • CLO
  • CMO
  • MBS
  • RMBS
  • CMBS
  • Synthetic Single Tranche CDOs
  • Cashflow CDOs
  • CDO-Squared
Challenge us now