| An
analysis of current valuation and risk models that are currently being
used is performed. We also analyze how the mark-to-market valuation and
sensitivity calculations are affected by using the current
methodologies. If needed we suggest alternate models for valuation- and
risk calculation purposes, to address possible issues that arise by
using the current models.
We
take a look at what type of yield curves that are used for the
valuation- and sensitivity calculations, to make sure that the curves
used go in sync with the instruments that are used to lay off unwanted
exposure.
If
needed we suggest possible changes to the set-up of current yield
curves and also make suggestions to what type of interpolation
methodology to use. The suggestion will also be dependent on what kind
of financial risk system that is currently in use.
We
also provide single flow and portfolio analysis or the analysis of
structured products as a package or independently of one another.
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