Market Value

Apr '1122
How to value a cross-currency swap

How to value a cross-currency swap

Since the first transaction in 1981 between the World Bank and IBM, the market of cross-currency swaps has grown rapidly. It represents, according to the Bank of International Settlements, an outstanding notional amount of USD 16,347 billion as per June 2010.… read more


Jan '1025

Benefit from inflation

with bonds, swaps, caps and floors

The problem of inflation is nearly as old as currency itself, and inflation-linked products have been around for centuries as well. In this article, consultant Rogier Galesloot discusses the history of inflation-linked products and shows how inflation-linked bonds, swaps, and caps/floors… read more


Sep '0918
Illiquid instruments

Illiquid instruments

How to price illiquid or OTC instruments at market value

It’s hard to put a value on some things (think a loyal friend or a sunny day) but financial instruments shouldn’t fall into that category.

This article takes a look at calculating pricing for illiquid or OTC instruments not quoted… read more

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Client Cases

Nationale-Nederlanden

tightens its grip on risks

financial institutions, risk management, Client case

Netherlands State Treasury Agency

Going the extra mile for the national treasurer

public sector, treasury management, treasury, publieke sector, Client case