Filtered by: Valuation desk

Clear all filters


Time for collective risk mitigation

In April 2018, The Economist wrote about the sharp increase of methane in the atmosphere during the past 10 years. This increase is worrying because, like carbon dioxide, methane retains heat and contributes to the heating of the earth. Scientists don’t agree on the cause of the increase either.

Read More

The risks of creating the wrong impression

In the film Margin Call, a recently dismissed banker, Eric Dale, talks about one of his accomplishments as an engineer before he went into banking. He explains that he’d helped to build a bridge from Dills Bottom in Ohio to Moundsville in West Virginia, the bottom line of which was that, collectively, motorists would have to drive 487,872,000 kilometers less every year.

Read More

The balance between trust and control

Back in 2010, the American Economic Review published the article Growth in a time of debt, which was penned by Carmen Reinhart and Kenneth Rogoff (Reinhart and Rogoff).

Read More

Mortgage valuation, a discounted cash flow method

With the advance of the current low interest rate environment and increased regulatory requirements, modeling mortgages for valuation purposes is more complex. Additionally, the applicable valuation method depends on the purpose of the valuation.

Read More

Negative interest rates and embedded floors

In September 2016, we published the article ‘How Negative interest-rates will affect treasury’. We now delve into one of the problems mentioned concerning hedge effectiveness calculations.

Read More