Clients and beneficiaries of our expertise

We invest in resilient infrastructure and robust, auditable processes

TCX Currency Exchange Fund

Pricing financial instruments in emerging markets

OGR has developed a methodology for pricing financial instruments and developing yield curves in emerging market and frontier currencies with shallow markets based on macroeconomic forecasts. OGR operates such forecasting and pricing systems for 20+ emerging and developing economies. These model-based prices have been used by TCX (and other clients) in pricing local currency products and building a loan portfolio on tenors, which would not otherwise have been possible in countries with underdeveloped or shallow financial markets.