Asset Classes and Coverage

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price quotes monthly, among those

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currencies

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companies

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illiquid instruments a with full-model valuation method

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renewable energy projects with

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kWh of power production

What we value

Our valuation covers every asset class across all complexity levels, such as:

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

We continuously expand our valuation capabilities - CHALLENGE US with your existing portfolios and future investments.

Broad market coverage from a single source

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

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

Asset classes we cover

  • 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

Asset classes we cover

  • 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

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 the valuation may also 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.

Instruments We Cover

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

Instruments We Cover

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