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