top of page is a Risk101 initiative designed to assist fund managers and administrators with the valuation of interest-rate derivative products. 


Most IRDs are valued off funding curves, with the bulk of these curves being generated in-house by banks and financial institutions which do not make them available in the public domain.


Our curves are independently generated from data-points sourced from blue-chip institutions


Whilst we will never match exactly to every institution's funding curve, these curves supply a very close approximation to most


New Zealand.png
(€ster + 5xEuribor)
(Sonia + 1,3,6,9,12 Interbank)
New Zealand
South Africa

Download (CSV)

(Registered users only)
New Zealand.png
(€ster + 5x Euribor)
(Sonia + 1,3,6,9,12 Interbank)
Data sourced from
ECB Logo.png
European Central Bank
(Euro curve)
Bank of England.png
Bank of England
(UK curve)
Reserve Bank of Australia 
NZ Bank logo.png
Central Bank of New Zealand
South African Reserve Bank
Curves generated by
bottom of page