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Client Case

  • Dutch financial institution

    The organisation choses TreasuryMetrics for their Interest Rate Risk Management. We were selected based on our functionality.

    The organisation supplies high added value services in credit management as supplier and manager of mortgage portfolios. The organisation manages different mortgage portfolios, where also the prepayment risks are managed with different interest rate derivatives. TreasuryMetrics was chosen to manage their portfolio of interest rate derivatives. Additional functionality was developed to support non-standard interest rate derivatives and to measure the prepayment risk on mortgage portfolio’s. We were able to increase the risk management information for the traders and the risk control department and at the same time significant time savings could be achieved for different parts in the organisation.