Instrument Coverage2019-02-05T10:31:47+01:00

Instrument Coverage

VALUATION WITH HIGH ATTENTION TO DETAIL

The features of financial instruments are manifold. By adding distinct features to a simple financial instrument, the complexity may rise exponentially and also the valuation may become quite cumbersome. Value & Risk pays attention to every detail. Our specialists exhibit years of experience in analyzing and identifying the various features and they know how to take account of these features in the instrument’s valuation.

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 (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
  • 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-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
  • 1. Lien Loans
  • 2. Lien Loans
  • Bridge Financing
  • Mezzanine Loans
  • Schuldschein
  • Syndicated Loans
  • Senior Corporate Loans
  • Subordinated Corporate Loans
  • Equity-Trigger Mezzanine
  • Project-Finance
  • Renewable Energy Finance
  • 1. Lien / 2. Lien Infrastructure Loans
  • Seed Capital Loans
  • Lease Financing
  • 1. Lien Financing
  • 2. Lien Financing
  • 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/Cap 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-Forward
  • NDF
  • Commodity Forwards
  • Index/Basket Forward
ASSET BACKED SECURITIES
  • ABS
  • CLO
  • CMO
  • MBS
  • RMBS
  • CMBS
  • Synthetic Single Tranche CDOs
  • Cashflow CDOs
  • CDO–Squared