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)

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.