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