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.

WE ARE EXPERTS ON

  • 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
  • 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

MORE VALUE — MORE RELIABILITY

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