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Finance Ministries

With the target to minimize the interest burden arising from government borrowing, we have developed a concept "Debtelligence".

Debtelligence deals with the projection of the future interest burden under different yield and volatility scenarios. The projections are done using different refinancing strategies using both fixed and floating instruments spread over a range of maturities. Optimizations can be done using different derivative overlays (primary swaps and swaptions). 

The output is compared with a long term benchmark (strategic long term borrowing) as well as with a short term benchmark (tax income) and the probabilities of fulfilling or outperforming these benchmarks are calculated.

The concept has been implemented with more European Finance Ministries. 

You are welcome to contact us for references.