Valuation of floating rate notes with the Neutral Pricing System

Benchmarking with the Floater Main Indices of the TASS Wertpapierhandelsbank

With the FRN Main Credit Indices you obtain a broad overview of the market development. The 14 main categories include indices for Sovereigns, Financials, Landesbanken and Covered Bonds. For credit portfolios the Basic Subscription of the Neutral Pricing System already includes valuable benchmark categories for the most important segments. For a detailed analysis of these and many more branches we recommend the FRN Individual Indices in the Supplementary Subscription.

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