Quant Valuation Services





QUANT VALUATION SERVICES


VALUATION

Independent valuation for all asset classes and product types, taking into account market and regulatory standards. Our focus is on illiquid (OTC) and complex products such as:

  • OTC derivatives (swaps, exotic options, etc …)
  • (OTC) bonds and structured bonds
  • Structured financial instruments (ABS, CDO, CLO, etc …)
  • Financial instruments with tangible assets (real estate products, aircraft and ship financing, infrastructure loans, etc …)
  • FX forwards

The valuations are based on market data, data analyzes and market assessments and are in line with the market.

VALIDATION

We offer plausibility checks for pricing both for OTC products and for liquid financial products.

Our database and the fully automated processes enable minimal operational effort with high data quality at the same time.

 


MARKET CONFORMITY CHECKS

Financial institutions must act at market conditions, as required by the Federal Financial Supervisory Authority (BaFin) in its minimum requirements for risk management (MaRisk).

Quant Valuation Services provides a market conformity assessment of all business transactions in accordance with regulatory standards. All relevant asset classes are checked against market prices and valuation rates.

 

 

 

CONSULTING

With the appropriate financial expertise, Quant Valuation Services also offers advisory services on all aspects of complex financial products. We are happy to support you with your projects and analyzes and are available for any financial questions. 

We are also happy to provide technical support for data acquisition, data analysis and evaluation with the programs or programming languages mentioned below:

  • MATLAB
  • Python
  • VBA


WEITERE SERVICES

AUDIT REPORTS

An audit and cash flow report is created for each evaluation, with the aim of ensuring that the customer can understand the evaluations at all times.

 

REPORTING

If necessary, in addition to the results delivered by us, documentation and reporting are created, which can be submitted to the supervisory authorities or auditors

FLEXIBLE FILEFORMATS & DELIVERY ROUTES

The format of the delivery to the customer can be adapted to the requirements and the fully automated transmission of the validation results allows them to be imported into the in-house system without any further effort.

 

With our solutions you are always one step ahead!

If you would like to find out more about our solutions and technologies, call or write to us.

 

Contact us