Market Leading Tools for Profitable Decision Making
You strive to make the most profitable investments in Danish bonds based on solid analysis and unique market insight. We assist to make that possible.
Learn about RIO Fixed Income System, Risk Reporting and much more.
RIO Fixed Income System
One System. All Bond Market Intelligence
With our RIO Fixed Income System you get the market leading system for evaluation and risk measurement of Danish mortgage backed bonds as well as interest and bond derivatives. It is the only system that ensures you to have the full range of benchmark models for all types of bonds in the Danish market.
Flexibility is Key
As a RIO user, you have a high degree of flexibility to configure your calculations. Both in terms of model setup and output presentation. This allows for smooth interaction with other software systems.
Work Smarter with RIO in Excel
The complete set of RIO functions at your command. 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. You can even access proprietary data and real time input.
30+ Years of Experience and Expertise
RIO embodies 30+ years of experience and expertise. In 1986, RIO was the first - and for several years the only - system able to estimate zero coupon yield curves for the Danish bond market. In 1992, RIO introduced the benchmark model for pricing Danish mortgage backed bonds. Today, RIO is used by some of the largest banks, pensions funds, and mortgage providers in Denmark as well as foreign investment funds.
RIO Fixed Income System is the market
benchmark for analyzing the complex
risk and return features of
Danish mortgage backed bonds
- Flexible: Adjust all parameters
- Integrate into any system
- Access all RIO functions directly from Excel
- Based on 30+ years of expertise in the business
Our risk reporting solutions provides you with
- A simple and flexible solution of highest quality
- All relevant risk and return calculations
- A delivery directly to your preferred system
- Calculations based on RIO and Danish Bond Data
- Surveillance and operations by experienced analysts
Our solutions for risk controlling and reporting are tailormade for you. We deliver the best risk and return calculations on Danish bonds directly to your preferred risk management system or capital market technology platform. You decide the contents, we do the rest! Simple, flexible and of highest quality.
Covers Your Every Need
Your delivery may include calculations for:
- Market risk in the trading book for banks and mortgage institutions (Basel I-IV, FRTB, CRD/CRR)
- Interest rate risk in the banking book for banks (IRRBB)
- Interest rate risk for pension funds and insurance companies (Solvency II)
- Liquidity and net interest income (NII) for banks and mortgage institutions (IRRBB, LCR)
- Risk, return and liquidity for internal use in banks, mortgage institutions and asset managers
Combines Your Data in one Feed
The delivery is based on RIO – the market leading system for analysis of Danish bonds – our benchmark prepayment model, and state-of-the-art basic data from Danish Bond Data.
You may choose among all relevant data and calculations on Danish bonds:
- Basic data and cash flow information, official as well as forecasted
- Official market trades and evaluated prices
- Standard and option adjusted durations, convexities and related risk figures
- Key rate durations and convexities (delta and gamma vectors)
- Historical return calculations and performance attribution
- Scenario calculations for future periods
Monitored and Validated
The daily calculations run in our highly automated production environment, and our experienced analysts and IT experts are responsible for surveillance, operations and support. Therefore, you may spend the saved time on managing the risk and return for your company.
Danish Bond Data
Danish Bond Data is your supplier of data on Danish Bonds.
Gain access to the most comprehensive set of reference data covering all aspects of the Danish bond market. From basic data to specific mortgage-backed bond information – delivered directly in the format of your choice.
Freed from the burden of setting up and maintaining a cumbersome data feed, you can focus on your core tasks.
By drawing on a large number of data sources, we cover all necessary reference data on Danish bonds including specific MBS information like capital centre, interest rate triggers and interest-only periods.
We deliver timely, high-quality reference data.
Danish Bond Data provides you with:
- Automated and manual quality assurance by Danish MBS experts
- Seamless integration with any investment management system, e.g., SimCorp Dimension and Vitec Aloc PORTMAN
- The ability to free up valuable time
The Scanrate Pricing Service offers you
evaluated prices on the full range of
liquid and illiquid bonds on the
Danish bond market.
- All prices in one feed
- End-of-Day and intraday delivery
- Every aspect is thoroughly documented
- Independent service
Evaluated Prices for Danish Bonds
The Scanrate Pricing Service (SPS) offers you a high quality feed containing evaluated prices on nearly all Danish bonds.
The SPS prices can be used to perform portfolio valuations several times a day or to get a second opinion on internal valuations from a 100 percent independent party.
Transparent and Independent Data
As the only independent supplier of evaluated prices on all Danish mortgage backed bonds, we take great pride in providing a fully transparent and comprehensible service you can rely on.
As a user of the service, you gain access to the SPS website containing basic data, methodology and historical pricing performance. Every model and assumption is explained in-depth in the technical documentation also available on the website.
We guarantee you the best competences, models, and know-how in the field.
Scanrate Model Service
Scanrate Model Service provides you with updated models for the Danish bond market. The service covers our benchmark prepayment model, term structure models and yield curves. Combined with a RIO system and Danish Bond Data we cover all your needs in one solution!
All Models in one Package
Scanrate Model Service provides you with access to our quarterly updated prepayment model. The model has been the market benchmark for more than 25 years, and we continuously extend and develop the model to adapt to every change in the Danish mortgage bond market.
The service also contains daily updated yield curves, mortgage spreads and term structure models. The models are based on updated market quotes and volatilities and well-established estimation techniques.
The models are updated every day in our professional and monitored systems. Every step is monitored and validated by our experienced analysts ensuring a solid base for you daily calculations and analysis.
Ongoing Analysis and Development
With a subscription to Scanrate Model Service you also gain access to our series of white papers containing analysis of current topics in the Danish bond market.
A must-read for any analyst with interests in the Danish market.
Scanrate Model Service covers your needs for the Danish bond market including
- Our benchmark prepayment model
- Daily updated yield curves and mortgage spreads
- Daily updated term structure models
- Surveillance and operations by experienced analysts
- White papers with current analysis and development