Our team of consultants includes financial analysts, software developers and data management specialist. This unique combination allows us to solve problems like:
- Automating bond management infrastructure
- Design of new financial data services
- Development of proprietary pricing models for new financial products
Examples of recent consultancy projects
The following list contains examples of Scanrate consultancy projects
Danish mortgage institutions
- Pricing models for covered bonds (several projects)
- Research reports and pricing models for ratchet mortgage bond
- Internal software for loan calculation
- Pre-launch pricing model of capped floating rate mortgage bond
Danish banks
- Infrastructure for bond market analysis and risk management (several projects)
- Pricing model for OTC floating rate loans with caps and floors
- Pricing model for options on callable mortgage bonds
- Pre-launch "second opinion" pricing model for new float-to-fixed mortgage bond
Major banks, London:
- ALM modelling of Danish mortgage bonds
- Solvency II calculations for Danish MBS