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Valuation services

Quantitative analyses for the rapid acquisition of complex (product) structures.

At a glance

EDG is specialised in the independent valuation of structured products, complex derivatives and (illiquid) bonds.

Your benefits

  • Independent Post Transaction Valuation
  • Input factors and key performance indicators
  • Examination of Market Compliance resp. Transaction Validation

Valuation services

Independent Post Transaction Valuation


EDG provides price calculations and plausibility checks for complex, structured and illiquid securities. The product types covered include:

  • Structured products / certificates
  • Straight fixed bonds and floaters
  • Callable lower Tier II bonds
  • ABS structures (incl. subgroups)
  • Repackaged securities in SPVs (e.g.: participation certificates)
  • OTC derivatives

Examination of Market Compliance /
Transaction Validation

Examination of executed sales and purchase orders under regulatory standards and best practices based on current market prices, (calculated) benchmarks and fully post-valued prices for all liquid as well as illiquid (OTC) product types.


 

Input factors and KPIs



Based on the detailed post transaction valuation of certificates and leveraged products, EDG offers a wide range of indicators for derivatives. They include price sensitivities (“Greeks”), valuation input parameters (e.g. implicit volatilities) as well as comparative indicators (sideways yield, distance from the barrier for bonus certificates, etc.) and event risk (knock-out probability, expected yield, etc.).

Contact

Any questions?

Torsten Lange will be happy to answer your questions about the evaluation services.

Phone: +49 69 50701-288
E-mail: tlange(at)vwd.com

Headquarter

vwd Vereinigte Wirtschaftsdienste GmbH
Mainzer Landstrasse 178 – 190
60327 Frankfurt am Main

Phone: +49 69 50701-0
E-mail: dialogue(at)vwd.com

 

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