Within the valuation of securities portfolios, both the respective individual products and the total portfolio are subject to a current market valuation, and the related risks are assessed. This process can be conducted on a current basis, or based on a time in the past, for example by analysing which risks were involved in a portfolio at the time of purchase.
In addition to portfolio valuation, a comprehensive risk analysis is performed, which determines the economic risk in different dimensions. Consequently, the value changes of the economic risk can be analysed precisely and shown in detail on the basis of standardised simulation models such as Basel III or Solvency II, or individual simulation models such as individual stress tests, interest rate curve simulations or upheavals in the capital market.
The result of the portfolio valuation can also be made available to the client as part of ongoing customer care, not only as a one-off analysis, but as continuous monitoring. This ensures that the securities portfolio is permanently monitored in accordance with predefined risk parameters and that the risk orientation intended by the client can be maintained by rapid restructuring when massive changes occur in the international capital markets.