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16-07-2010
SPV July 2010 - Analysis of Option Adjusted Spreads
In the theme of this release we analyse the option adjusted spreads generated in the DMBS model.
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12-07-2010
New Specification of Burnout Function in the DMBS Model
The quarterly update of the DMBS model on 19 July 2010 introduces a new specification of the burnout function and a change to the estimation procedure.
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09-07-2010
Quarterly Update of the DMBS Model
The DMBS prepayment model has been re-estimated.
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16-04-2010
SPV April 2010 - The Preliminary Redemption Model
In the theme of this release we introduce a new preliminary redemption model
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DMBS
12-07-2010
New Specification of Burnout Function in the DMBS Model
09-07-2010
Quarterly Update of the DMBS Model
12-04-2010
Quarterly Update of the DMBS Model
11-01-2010
Quarterly Update of the DMBS Model
04-01-2010
Improved Calculation of Reference Spread for Non-Callables
RIO
26-02-2010
Release of RIO 4.4.4 - Support of New Tax Regulations
27-01-2010
Ændret beskatning af danske obligationer
SPV
16-07-2010
SPV July 2010 - Analysis of Option Adjusted Spreads
16-04-2010
SPV April 2010 - The Preliminary Redemption Model
18-01-2010
SPV January 2010 - Prepayment Modelling for Interest Only Bonds
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