Risk Classification

Calculation of various product (risk) figures ((C)VaR, volatility, SRRI (UCITs KID) etc.) including marginal risks (e.g. default risk) for all structures and asset classes:
  • Stocks 
  • Funds 
  • Currencies 
  • Commodities 
  • Bonds 
  • Structured Products
Risk calculations are provided on a single instrument and portfolio level. Services ranges from (outsourced) risk calculation as well as client specific classification schemes (for example based on benchmark investments or preferences) up to a full implementation of standardized interfaces to client and portfolio management systems / investment advisory tools.  


Our marketMONITOR offers a continous monitoring of risk and product assessments for structured products.