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Philippe Carrel

Chief Commercial Officer
Finmechanics
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03 Jul 2019
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Singapore
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Followed by John Sims, Martha Boyle and 5 others you follow
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Philippe Carrel

Stress Testing under COVID? Follow the Money

Who had stress tested Shanghai, Paris or New York turning into ghost towns in 2020? Who modeled energy prices down 70% within a few days? Surely enough, all sectors of all developed countries grinding to a halt in a matter of weeks, were overlooked scenarios. Remotely comparable situations involve the Great Recession of the 30’s, or more recently t...

24 March 2020 /covid-19

Philippe Carrel

LIBOR to survive the RFRs

Neither IBORs nor RFRs; firms should ready up to work with both types of benchmarks and reference rates for the foreseeable future. The quantitative finance focused publications of 2019 have highlighted that replacing forward looking term rates (IBORs) with convexity-adjusted overnight rates compounded in arrears (RFRs) could lead to discrepancie...

21 January 2020 /regulation /markets Banking Regulations

Philippe writes about

  • regulation & compliance
  • sibos
  • markets
  • covid-19

Philippe's opinion archive

  • 2020 (2)
  • 2019 (1)
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