FINCAD: Mastering Negative Rates
FINCAD recently held a webinar, Mastering Negative Rates, to discuss how negative rates came into existence, and offer best practices for modeling them. Guest speakers included Hugh Stewart, Research Director at Chartis Research and Russell Goyder, PhD, Director of Quantitative Research and Development at FINCAD.
Once thought to be impossible, negative rates are now common in many European currencies. Since 2014, the European Central Bank has elected to set the Deposit Facility Rate (DFR)
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