Projects
Ferra participated in a number of exciting projects, such as
- Quantre project
- This project measured the exposure and risk in National
Treasury's debt portfolio as well as created portfolio benchmarks
for Treaury's financing strategies. Ferra developed a cost at risk
calculator and a domestic and foreign bond valuator and used the
Ferra Econometric Model to provide inputs to these.
- ESKOM Capitalisation
- Ferra constructed a long term econometric model and used this
to generate thousands of future scenarios. These scenarios were
used to calculate the economic value of a key section within
ESKOM
- VAR Calculator
- Ferra developed a real time exposure and end-of-day VAR (value
at risk) calculator for Global Trader.
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