Valuation process
What is the process to handle new products?
Each new product will be implemented in our system after the completion of a process which will identify all key characteristics and risk factors that will drive the valuation of the product throughout its entire life span.
Valuations delivery
At required frequency (daily, weekly or monthly) we will issue a valuation report including:
- Payoff description
- The main parameters used for the valuation
- Greeks
- The calculation of relevant sensitivities
The world of OTC instruments and structured products is extremely diverse and there exists no unique solution. For each product, we will propose a reporting in adequacy with its nature and complexity but we will also remain available to discuss with you any changes or additional information you wish to materialise in the reporting process. As there is a dedicated team located in Luxembourg, it would be a pleasure for us to meet you to answer any of your queries.
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