Pricing and Valuation

Pricing and Valuation

Control and complexity.

Independent and consistent valuation forms the basis for financial reporting and risk management. Control over more complex products must be an improvement on the past, partly under pressure from  changing regulations.

Mylette has experience in this field, ranging from building valuation engines to the selection, integration and implementation of existing solutions.

Pricing and Valuation Cases

Repos Implementation
Repos Implementation
Project Management, Business Analysis

For a specialized Dutch Bank, Mylette led the implementation of repos in transaction processing systems, reports and accounting. Our specific experience with the systems used was crucial for a successful introduction of this product.

Pricing Engine Implementation
Pricing Engine Implementation
Project Management, Integration, Solutions, Architecture

A specialized Dutch bank has selected a pricing application for its complex funding portfolio. Mylette provides project management, technical implementation and interfacing. We also contribute to data analysis and structuring.

Curve Builder Application
Curve Builder Application
Architecture, Solutions, Integration

Mylette has built and delivered a significant library for the Treasury and Derivatives department of a large Dutch Asset Manager. The Mylette team delivered this within six months, based on OpenGamma's open source risk framework.

Treasury Quick Scan
Treasury Quick Scan
Consulting, Business Analysis

For a number of domestic and foreign banks, our consultants provided a Treasury Quick Scan in which treasury objectives, control framework and costs of ownership are central. The outcomes give direction to priorities within change processes and a benchmark with respect to comparable operations.

Treasury System Selection
Treasury System Selection
Business Case, Project Management, Business Analysis

For a medium-sized Dutch Bank, our consultants lead business cases up to and including the start of the implementation of a new treasury system. Our experience with objectives, products and available systems in the market, enabled the organization to start the implementation within eight months.

Management Training
Management Training
Expert Services

A Dutch bank approached Mylette for a knowledge program for its staff and middle management of the investment department. With this objective, Mylette presented a program proposal in three weeks, using its academic network and experience in organizing academies.

Mylette works for: