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Thursday, 3 April 2025

New muRisQ’s corporate swag

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You may remember our golf ball collection, starting the one related to the publication of Marc’s book , you may have seen our branded polos ...
Thursday, 16 January 2025

Interest Rate Instruments and Market Conventions Guide - Post LIBOR edition

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As announced previously , we have been working on the updated Interest Rate Instruments and Market Conventions Guide. We are glad to announc...
Saturday, 4 January 2025

SOFR is getting more alive!

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In a blog post a couple of month ago , we noticed that “ SOFR is really alive again! ” After several years of manipulation by the Federal re...
Wednesday, 25 December 2024

Cross-currency basis futures

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CME is planning to launch a futures contract related to the OTC cross-currency basis between USD-SOFR and EUR-ESTR. The futures is cash sett...
Friday, 22 November 2024

Workshop on multi-curve framework - Warsaw - 5/6 December 2024

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Marc will present a two-day workshop on multi-curve framework on 5 and 6 December in Warsaw. More details can be found on the LinkedIn pa...
Thursday, 21 November 2024

Et tu, ESTR!

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In previous blogs, we reported the return of the month end SOFR volatility with regular increase of the spread above Fed Fund target. We hav...
Saturday, 27 July 2024

Benchmark page on our site

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One very useful document related to interest rate market is Marc’s “Interest Rate Instruments and Market Conventions Guide". Its latest...
Tuesday, 9 July 2024

AMERIBOR is also alive!

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A couple of days ago, we published a blog titled "SOFR is really alive again!" showing the return of (small) volatility of the SOF...
Saturday, 6 July 2024

SOFR is really alive again!

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In a post titled " Is SOFR alive again? " a couple of month ago, we were wondering if the month-end and mid-month volatility of SO...
Tuesday, 2 July 2024

New offices: work (almost) in progress

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mu Ris Q Advisory is happy to announce the launch of the work on its new offices. The new offices will be located in the municipality of N...