Valuation Tool for Dutch Bank

We helped to build a Microsoft Excel Application for a Dutch bank  that assisted in the valuation of a portfolio with loans.

The client required tooling that would generate valuation reports of their holdings for accounting purposes. The portfolio had various embedded option features within the foreign loan contracts.

The resulting tool was built using Microsoft Excel extended with Visual Basic for Application. It gathers the required market data from Bloomberg and uses our financial algorithms to produce portfolio valuation reports.