Our
Services
Services
We offer standardised and tailormade services in the area of risk management, valuation of financial instruments & regulation as well as IT solutions.
Our
Services
Services
We offer standardised and tailormade services in the area of risk management, valuation of financial instruments & regulation as well as IT solutions.
What makes
our services stand out
our services stand out
COVERAGE OF ALL
ASSET CLASSES
Our financial engineering team has in depth experience with all asset classes.
FLEXIBLE
DELIVERY
Our clients can choose between a large variety of delivery channels and formats.
OWN MODEL
LIBRARY
Our solutions are hand made and our services are supported by our own model library and
price data base.
LIQUID TO
COMPLEX
Our flexible pricing models allow us to offer liquid to highly complex instruments at attractive prices.
INDIVIDUAL
SOLUTIONS
Our solution approaches are discussed individually with our customers. We offer a perfect all all-round package.
Certified
Services
Our services are certified by IDW PS 951. Our IT provider is additionally certified by ISO 9001:2015
Our services
in detail
in detail
VALUATION & PRICING
- Determination of fair value using state-of-the-art valuation models (mark-to-model)
- Calculation of risk ratios
- Determination of liquid prices using various price sources (mark-to-market)
- All asset classes including derivatives, bonds, interest rate products, structured products, private equity Equity, Digital Assets (Crypto)s
- Asset-based finance products including infrastructure, real estate, renewable energy, ship and aircraft financing
- Configurable waterfall process for pricing
- Choice between model prices and liquid prices
- Additional valuation parameters and information
- Calculation frequency selectable
- We adapt our solutions to your individual requirements and always make our services available to you via the interfaces you require (e.g. via API, SFTP or as an e-mail).
- Role as valuation service provider or external valuer according to AIFMD
MARKET CONFORMITY
- Analogue to valuation pricing
- Freely selectable prioritised price sources for the waterfall methodology of liquid prices
- Theoretical model price for insufficiently liquid products analogous to valuation price determination
- Time interval
- Liquidity interval
- Individual customer configuration
- Synthetic-dynamic spread
- Spread based on historical fluctuations
- Automated output report
- User-defined report
- Classification of the market conformity of individual trades
- Delivery of multiple spreads with different methodologies
REPORTING & VALIDATION
- Risk analysis and scenario calculation
- Stress tests including consideration of regulatory requirements
- Calculation of sensitivities and risk ratios
- Plausibility check of independent prices and data
- Validation of valuation models and methodologies
- Process Validation
- Flexible configuration of policies that support price and market data checks
- Validation rules and integrity checks
- Outlier detection and data validation
- Audit reports
- Dashboards
- Customised analyses
- Hedging analysis and hedge accounting
MARKET DATA & IT SOLUTIONS
- Development of customised tools
- Managed Service & Code as a Service
- Data Warehousing
- Process Automation
- Optimization and parallelisation of processes
- Calibration of data and models
- Statistical analysis of raw data
- Raw data processing
Insights into
our way of working
our way of working
CUSTOMER
PARTNERSHIP &
TRANSPARENCY
Customer relationship and transparency are very important to us. We are satisfied as long as our customers are satisfied.
CUSTOMER PARTNERSHIP & TRANSPARENCY
Customer relationship and transparency are very important to us. We are satisfied as long as our customers are satisfied.
CERTIFICATION
Our processes and procedures are reviewed, controlled, extensively documented and
certified.
CERTIFICATION
Our processes and procedures are reviewed, controlled, extensively documented and certified.
SCIENCE
AND
PRACTICE
At AVS not only practitioners are in the decision making process. Periodically, our methods and models are reviewed and challenged by science to stay state of the art.
SCIENCE AND PRACTICE
At AVS not only practitioners are in the decision making process. Periodically, our methods and models are reviewed and challenged by science to stay state of the art.
TRAININGS
We organize training courses and educational events. Especially in the field of risk management and regulatory measures we have our priorities.
TRAININGS
We organize training courses and educational events. Especially in the field of risk management and regulatory measures we have our priorities.
RESEARCH
AND
DEVELOPMENT
Our „cutting-edge” research capabilities and extensive algorithms in the field of data and data management emphasize the importance of our partnership with Deloitte-Audit-Analytics and Refinitiv/LSEG.
RESEARCH AND DEVELOPMENT
Our „cutting-edge” research capabilities and extensive algorithms in the field of data and data management emphasize the importance of our partnership with Deloitte-Audit-Analytics and Refinitiv/LSEG.
An international Player in the
Niche
We serve clients globally. However, as a quick and reliable acting service we can offer you the flexibility of a niche player.
An international Player in the Niche
We serve clients globally. However, as a quick and reliable acting service we can offer you the flexibility of a niche player.
