Valuation Services

We provide various advanced valuation services for your financial positions and their market, credit and operational risk. Our valuation services include valuations, extensive risk analysis and comprehensive stress testing for:

  • structured products like CDOs and CDSs
  • financial options
  • your financial position as whole

Many portfolios include difficult or even impossible combinations of financial positions to value for traditional methods. For traditional methods especially some measures of risk analysis such as factor sensitivities and annualized loss levels with arbitrary probabilities are feasible only in very simple and typically linear or nearly linear cases. We use our comprehensive financial instrument range and path Monte Carlo simulations to obtain analysis results at any required confidence levels and at any point in the position lifetime for any combination of financial positions.

Forecasting credit risks and counterparty losses with average and arbitrary probability level values in respective positions is included in our valuation services. Knowing the probability distribution for outcomes in advance during position lifetime gives more time to plan and prepare for possible counterparty losses and their magnitudes. We can provide interesting statistics for P/L probability distributions of both financial and regular cash flow based business positions.

Valuation may include some kind of stress testing and other meaningful sensitivity analysis as well.