May 23, 20233 minBanking crises and awarenessSituations of financial stress or distress in the financial sector are not new, by far. We remember more easily the big financial crises...
May 8, 20233 minThe Current State of Credit Default Swaps: An Overview of Market Trends in USIntroduction Credit Default Swaps (CDS) emerged as complex financial instruments in the 1990s [1], providing investors with a tool to...
Apr 21, 20234 minBack to old interest rate dynamicsWhen one of the co-founders of FinMetrics worked on his PhD thesis, in particular on the modelling of the term structure of interest...