Structured Products

Date Published: 10/04/2008

>> Valuation of Complex Structured Products.

 

  • The Investance team was involved on a number of levels: project management, analysing types of transactions, technical specifications for valuation models, carrying out checks, tests and validations of developments, involvement in user acceptance testing, specifications for implementation into the existing processing chain, monitoring of production, project assessment.
  • The valuation of these complex products, which is fully integrated into the transaction workflow, is performed so as to ensure transparency for users.
  • The bank has therefore been able to meet IFRS regulatory requirements and is a pioneer in this area in Europe.
  • The project consisted of defining the valuation models to be used (depending on the type of transaction) and then integrating the valuation of these products into the management application workflow, from front office to accounts.