EDG is specialised in the independent valuation of structured products, complex derivatives and (illiquid) bonds.
EDG provides price calculations and plausibility checks for complex, structured and illiquid securities. The product types covered include:
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.
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.).