Infront Valuation and Risk
Independent quantitative analyses
With Infront Valuation and Risk Solutions you get high-quality proprietary developments and no black boxes. Due to our strong relationship to academic research all services reflect the market standard.
Infront Valuation and Risk gives you advanced independent calculation and pricing services. Special focus lies on calculations of risk figures in connection with regulatory requirements such as PRIIPs and MiFID II, as well as fair value calculations of all financial products.
Infront's innovative services and products are used by banks, asset managers, associations, family offices and insurance companies. The latest technologies and programming languages are used.
Infront's valuation services
Independent Fair Value Calculations
Infront provides independent fair value calculations and plausibility checks for all financial products, especially complex structured and illiquid products. Extract of product type coverage:
- Structured products / certificates
- Straight fixed bonds and floaters
- Callable lower Tier II bonds
- ABS structures (incl. subtypes)
- Repackaged securities in SPVs (e.g.: participation certificates)
- OTC derivatives
IAS 39 compliant price feed, market conformity checks / transaction validation and best execution
Comprehensive ISA 39 compliant price feed for all liquid and illiquid (OTC) products. Completely automated and scalable platform solution to meet regulatory requirements and flexible integration into existing environments. Post trade validation (market conformity checks) of buy and sell orders according to regulatory standards and best practices based on market prices, (calculated) benchmarks and fair value prices for all liquid and illiquid (OTC) products as well as best execution services for all types of securities.
Regulatory figures and input factors
Calculation of regulatory required figures such as PRIIPs SRI, performance scenarios, reduction in yield, SRRI etc. Easy integration via standard interfaces into existing IT environments or as part of the Infront Full Service solution Template Manager. The calculation is completely outsourcing compliant and meets all regulatory requirements. In addition, Infront Quant has a large number of high-quality input factors such as yield curves, spread curves and valuation prices. Based on the detailed revaluation of certificates and leveraged products, additional price sensitivities ("greeks"), other input parameters for valuation purposes (e.g. implicit volatilities) as well as ratios (yields, discounts to thresholds etc.) and probabilities of events (knock-out probability, expected yield, etc.) are calculated.