Valuation of floating rate notes with the Neutral Pricing System

The supply of the Floater Individual Index as sampling points in risk models

Whether the FRN Main Index or a FRN Individual Index is more suitable for use as a sampling point in your risk models, we would be happy to clarify in an extensive consultation. Depending on the composition of your credit portfolios it is possible to choose from 14 main and 240 individual index categories, including numerous country and branch categories.

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