Putting together our technical and data management capabilities and the close relationship with Frankfurt School of Finance & Management, we are offering transparent, reliable and independent valuations of any kind of financial instruments through our subsidiary AVS-Valuation GmbH.
We adhere to an established Valuation and Control Framework which regulates internal validation standards, methodologies and procedures over the valuation process.
We are using established State of the Art valuation techniques to evaluate the fair value of securities and other financial instruments which are not actively traded in liquid markets. Valuation methods used to evaluate financial instruments include cash flow modeling techniques, the use of indicative market quotes for benchmark instruments and quotes from the secondary market. As a subsidiary of the Frankfurt School of Finance & Management, we have privileged access to cutting edge research and valuation models.
To even better transform academic results to final products and services, we have formed an advisory board with renowned professors from Frankfurt School of Finance & Management, professors from other highly ranked universities as well as selected market participants with vast experience in their area validating approaches and models after implementation.
The iron law of valuation is: More data beats better models. This is the reason why we put special attention to the beginning of the valuation process. With our experience in data management we know for every financial instrument which data vendors are most reliable. If we are not confident, we collect the data by our own – from static data to price quotes. That guarantees highest quality for our customers.
Valuation in markets with limited liquidity is not only science, it ́s also art. Although we have to admit that a lot of academics are needed, the methodological choice and calibration is crucial – especially in current times of expansive monetary policy, quantitative easing and negative interest rates. This is our experts passion. From standard discounted cash flows to displaced diffusion libor market models with stochastic volatility we are offering the whole range of current edge valuation approaches for every type of asset.
Some selected asset classes to be valued for our clients:
- Equities, Funds, ETF
- Money Market Instruments
- Covered Bonds, Bonds (senior and subordinated), Convertibles and Contingent Convertibles, Promissory notes, Loans
- All instruments related to credit risks (securitized and uncertificated)
- Structured Credit Products & securitization instruments (structured credit assets) as ABS, RMBS, CMBS, CDO, CLO
- Exchange Traded Derivatives
- OTC Derivatives and structured notes with respect to interest rates, inflation, equities, commodities, currencies and credits
- customized financial instruments and project business (e.g. Taylormade Bonds, Special funds, Closed-End-Funds, Alternative Investment Funds)
- Valuation of financial instruments with respect of real assets (Real-estate related products, Transportation, Infrastructure)
We are further offering market conformity checks, plausibility checks, pricing validations, quotations of liquid instruments, risk management and consulting for illiquid and complex assets as well as collection of liquid price cleansing.
Please feel free to contact us for more information or a demonstration.