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fundingcurves.com 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

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

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