Category: Cross Asset

Cross Asset / Derivatives / Financial / Regulation

More in depth into Credit Support Annex (CSA)

As we already discussed, financial institutions use more and more Credit Support Annex (CSA) to protect themselves against a potential default of their counterparties and more generally to…

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Computation / Cross Asset / Financial / Python

Plot Quandl data in Python

Quandl Python - Debt as % of GDP

Quandl is a platform that offers free and premium access to financial and economic data. On top of this the data export is supported by many languages and…

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Cross Asset / Derivatives / Financial / Fixed Income / Regulation

Ataraxia & Credit Valuation Adjustment (CVA) Part 1 (Updated !)

According to Stoic philosophy, ataraxia is the state of complete absence of trouble, where the sage becomes insensitive to any trouble and by extension to the volatility of…

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