Independent MTM valuations to mark your portfolio and resolve margin disputes with confidence.
CVA/DVA/FVA/KVA/MVA/COLVA for trading cost-analysis, auditing and fair value pricing.
Analyse your risks from any perspective and drill down into your exposures as needed.
Stay on top of your future portfolio performance and satisfy your regulatory requirements.
FRAs, Swaps (IRS, OIS, Basis, Xccy, Callable), Caps/Floors, Swaptions (European, Bermudean), CMS, CMS Spreads (Capped/Floored, Digitals)
Forwards, Swaps, Options
Zero-Coupon, Year-on-Year, Caps/Floors
TRS, Forwards, Options