We Are All About Sharing Our Knowledge

We have always had very close links to the financial research community in Denmark. We have participated in a number of research projects and we have made regular contributionse to professional journals. Each quarter, we publish a mortgage bonds analysis based on research from Scanrate’s analysts.

Below, you will find a selection of our articles, research papers, and factsheets for general use. If you have questions or comments, please contact us.

  • Factsheet

    Danish Bond Data Factsheet

    Danish Bond Data is a service offering you the most comprehensive set of data covering all aspects of the Danish bond market. From basic data and market quotes to more advanced mortgage backed bond information. Our manual and automated data monitoring ensures the highest quality.

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  • Report

    Using Scenario Calculations for Loan Counseling in Agriculture

    As part of a larger project on financial management in agriculture, the Knowledge Centre for Agriculture SEGES asked us to devise a report on the use of market value statements and scenario calculations for loan counseling.

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  • Ph.D.

    Prepayment and the Valuation of Danish Mortgage Backed Bonds

    Our partner and co-founder, Svend Jakobsen, published his Ph.D. dissertation 'Prepayment and the Valuation of Mortgage Backed Bonds' in 1992. The dissertation's aim was to develop and test a pricing model for Danish callable mortgage backed bonds (MBBs).

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  • Factsheet

    RIO Fixed Income System

    With our RIO Fixed Income System you get the market leading system to analyze, calculate evaluated prices, and to measure risks efficiently on Danish mortgage backed bonds as well as interest and bond derivatives. It is the only system that ensures you the full range of benchmark models for all types of bonds in the Danish market.

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  • Factsheet

    RIO Function Library

    The full set of RIO functions close to hand. With our user-friendly add-on for Excel, you can combine RIO’s advanced models with Excel’s flexibility and manage risk efficiently in your favorite spreadsheet environment.

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  • Report

    Reductions in the Use of Interest Only Loans

    This report discusses the need for interventions regarding interest only possibilities in Denmark. The report examines similar interventions conducted recently in three of our neighboring countries and argues that each of them represents a possible solution for Denmark.

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  • Presentation

    Solvency II / QIS 5 yield curve methodology

    In 2011, Scanrate partner Svend Jakobsen was invited by the EIOPA Financial Requirements Expert TP Subgroup in Frankfurt to comment on the Solvency II / Quantitative Impact Study 5 yield curve methodology. Here you can download the slides from the presentation.

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  • Report

    Analysis of Bill on Refinancing of Adjustable Rate Mortgages

    This report analyses the bill on refinancing of adjustable rate mortgages and discusses the possibilities of including interest rate risk in the credit rating of households.

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