DV01 delivers independent & accurate custom made reports for interest rate derivatives in more than 30 currencies and for tenors up to 60 years. All our reports provide you with the exact information when you need it and in the format you require.
Example reports:
Pre trade analysis like benchmark of new trades or unwinding deals to ensure the pricing of the Bank is market-conform;
Post trade analysis like historical scenario report to understand how your portfolio performs given different market conditions;
Analysis derivatives restructuring proposals from Banks;
Break clause analysis.
Example pre trade benchmark report:
Example post trade analysis report:
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