INSTRU­MENT COVERAGE

VALUATION WITH GREAT 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 analy­sing and iden­ti­fying the various features and they know how to take account of these features in the instrument’s valuation.

WE ARE EXPERTS ON

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 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-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

MORE VALUE — MORE RELIABILITY

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