Discounting collateral: quants, derivatives and the reconstruction of the ‘risk-free rate’ after the financial crisis

RT @DanielaGabor: great paper on how the turn to collateral in OTC derivatives post-Lehman ' has dramatically increased the analytical com…

RT @tcspears: My new Economy and Society article on valuation, infrastructure, and the growing epistemic importance of the 'back office' to…

RT @tcspears: My new Economy and Society article on valuation, infrastructure, and the growing epistemic importance of the 'back office' to…

RT @tcspears: My new Economy and Society article on valuation, infrastructure, and the growing epistemic importance of the 'back office' to…