Asset Classes2019-02-05T10:33:53+01:00

ASSET CLASSES

BROAD MARKET COVERAGE FROM A SINGLE SOURCE

The financial market is developing at a tremendous pace. Globally acting banks and providers of special financing continuously augment their portfolios by innovative ideas and product classes. As a highly qualified valuation service provider, Value & Risk always keeps track of the latest developments by ongoing market observation, in-depth research and enhancements in our valuation library.

In doing so, our valuation portfolio has continuously grown over the years and represents almost the entire variety of asset classes found in the market.

  • 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-Ccy-Bonds
  • Emerging Market Bonds
  • Defaulted Bonds
  • Danish Mortgage Bonds
  • Inflation Linked Bonds
  • Credit Linked Bonds
  • FRN
  • CMS-Bonds
  • Mezzanine
  • Participation Notes
  • Convertibles
  • Coco-Bonds
  • 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
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine

Infrastructure

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

Ship-/Airplane Financing

  • Lease Financing
  • 1. Lien Financing
  • 2. Lien Financing

Special Finance

  • Non Performing Loans
  • Defaulted Bonds/Loans
  • Microfinance
  • Tier 1 Capital
  • UT 2 Capital
  • LT 2 Capital
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
  • Energy
  • Infrastructure
  • Real-Estate

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

CERTIFICATES
  • 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

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