Our Clients and Beneficiaries

We invest into a resilient infrastructure and robust, auditable processes

Authorities in Tunisia

Benchmark yield curve

OGR has worked with the authorities in Tunisia to develop the local currency benchmark yield curve to be used for collateral management, pricing, and valuation of government securities. We have used a model-based approach to construct yield curves from sparse market data and implemented a comprehensive solution with a database infrastructure, automatic processing, and a web-based reporting platform.

Tunisia Yield Curves Web