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May 23, 20233 min read
Banking crises and awareness
Situations of financial stress or distress in the financial sector are not new, by far. We remember more easily the big financial crises...
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May 7, 20233 min read
The Current State of Credit Default Swaps: An Overview of Market Trends in US
Introduction Credit Default Swaps (CDS) emerged as complex financial instruments in the 1990s [1], providing investors with a tool to...
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Apr 20, 20234 min read
Back to old interest rate dynamics
When one of the co-founders of FinMetrics worked on his PhD thesis, in particular on the modelling of the term structure of interest...
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