Build Accurate Rate Curves in an Inflationary Context

Since early 2022, the financial system has been disrupted by economic and political turbulence. The world has been facing substantial inflation driven by multiple factors. Consequently, central banks have raised their policy rates again and again to slow down inflation. These sudden series of shocks on policy rates drastically redefined the usual interest rate curves properties observed for a decade.

In the below video, Julien Martinez, head of Murex’s market data analytics product team, describes how advanced curve analytics can cope with recent market conditions.

It is the first in a series on MX.3 curve analytics, so stay tuned to learn more.