Fair Value Calculation

Independent calculation of “fair values” using state-of-the-art models in line with regulatory requirements for all assets classes. EDG’s focus lies on:
  • OTC derivatives (Total Return Swaps, Exotic Options, Asians, Rainbows, ...)
  • (OTC) Straight and structured bonds/notes
  • Multi-underlying structured notes with diverse payoffs
  • Structured Finance (ABS, CDO,...)
  • Interest rate and Credit Default Swaps