Welcome to Key Figures and Risk Indicators product insights
TABLE OF CONTENTS
Regulatory Compliance Made Simple
PRIIPs (Packaged Retail and Insurance-based Investment Products): TTMzero supplies all the quantitative inputs required to produce compliant Key Information Documents (KIDs). These include summary risk indicators, performance scenarios, and cost figures—ensuring full compliance while boosting transparency for retail investors.
MiFID II (Markets in Financial Instruments Directive II): Throughout the product lifecycle of a financial instrument, our key figures help financial institutions meet MiFID II’s stringent reporting requirements. We also support product governance rules with precise risk indicators that help financial institutions to identify and monitor the target market for each product.
By integrating TTMzero, financial institutions not only meet regulatory obligations but also communicate more clearly with their clients—using data that is accurate, consistent, and always up to date.
Extensive Coverage & Precision
Our metrics provide deep insights across multiple categories:
Maturity & Payoff Metrics
- Years / Days to maturity
- Maximum payoff
- Bonus payoff
Distance Metrics
- Distance to strike
(absolute, relative to spot, per annum, relative to spot per annum) - Distance to cap
(absolute, relative to spot, per annum, relative to spot per annum)
- Distance to barrier & knock outs
(absolute, relative to spot, per annum, relative to spot per annum) - Moneyness (Strike, Cap, Barrier, Knock Outs)
Yield Metrics
- Maximum yield (absolute, per annum)
- Bonus yield (absolute, per annum)
- Sideways yield (absolute, per annum)
Pricing & Spread Indicators
- Spread (absolute, relative, homogenised)
- Premium (absolute, per annum, relative to price, etc.)
- Inner value premium (absolute, per annum, relative to price, etc.)
- Discount (absolute, relative to spot and relative to spot per annum)
Interest Metrics
- Accrued interest
- Current period interest
Comparative Metrics
- Outperformance point & related distances
- Break-even point & related distances
- Intrinsic value
Risk Indicators
- Barrier Hit Risk (BHR)
- Maximum yield probability
- Total loss probability
- Omega
- Leverage
- Implied volatility
Greeks
- Delta
- Gamma
- Vega
- Theta
All figures are calculated using TTMzero’s proprietary models, ensuring accuracy even in volatile market conditions.
Advanced Risk Measurement with the Greeks
Using Delta, Vega, Theta and more—each available in advanced variants—institutions can model exposures in real time with pinpoint accuracy. We also offer real-time probabilities such as:
- Barrier Hit Risk (BHR)
- Maximum Yield Probability
- Total Loss Probability
Supported by advanced volatility surfaces and dividend forecasting models, TTMzero’s risk indicators ensure that clients can confidently assess product risk when market dynamics are at their most unpredictable.
Independent. Objective. Transparent.
As an independent valuation agent, TTMzero delivers objective key figures, free from sell-side or buy-side bias. Our clients gain access to consistent, regulator-grade data, making our figures ideal for both internal risk processes and client-facing use cases.
Empower Clients with Smart Product Discovery
This allows users to:
- Filter and explore structured products, e.g. by issuer, product type, maturity, delta, sideways yield, and other reference data & key figures
- Compare products for deeper analysis
- Access real-time, synchronised data through a fully customisable interface
- Enhance user engagement and shorten product discovery journeys
Whether for institutional teams or end-clients, our Search API transforms product discovery into a precise, data-driven experience.
Use Cases Across the Value Chain
- Risk Management – Monitor exposures and optimise hedging using real-time metrics
- Compliance – Populate KIDs and disclosures to meet MiFID II, PRIIPs, and other regulations
- Comparative Analytics – Benchmark structured products with unbiased data
- Real-Time Monitoring – Track figures dynamically as markets move
- Performance Evaluation – Model product behaviour using probabilities and implied volatility
- Client Tools – Integrate metrics into websites, reports, and advisory platforms
Key Benefits
Full Transparency
Provide crystal-clear insights into risk and returns
Smarter Risk Control
React in real time with scenario-aware metrics
Informed Investment Decisions
Enable clear product comparisons
Audit-Ready Compliance
Meet regulatory demands with confidence
Operational Efficiency
Automate complex computations with ease
Superior Client Experience
Add powerful analytics to your digital offering
Faster Time to Action
Accelerate decisions with always-current data
Explore TTMzero’s offering
Financial Instruments Automation Platform - FIAP
Automate and streamline instrument issuance and lifecycle management.
Fair Value Pricing - FVP
Independent pricing valuations you can rely on.
Evaluated Real Time Prices - ERTP
Accurate real-time indications across thousands of financial instruments.
Key Figures and Risk Indicators
Instant insight into risk and performance.