Quantitative and empirical research serving critical corporate financial decisions
Our research desk produces rigorous macro-financial analyses, stochastic credit risk modeling frameworks, and the weekly institutional brief The Financial Point.
Hipparchus Research Desk · Paris
The quantitative observatory by the numbers
Latest research studies & working papers
In-depth thematic research papers authored by our quantitative team and senior advisory partners.
Monetary policy divergence and transmission to European corporate credit spreads
An empirical assessment of corporate borrowing margin sensitivity to European Central Bank deposit rate paths.
The Financial Point — Issue 142: Implied volatility and market liquidity regimes
Autumn macro headlines, quarterly private credit market outlook, and collateral valuation matrix benchmarks.
Stochastic modeling of default probabilities in private mid-market enterprises
Extending Merton structural model to account for balance-sheet illiquidity and normalized operational free cash flows.
Semi-annual Private Credit Barometer: spreads, leverage multiples, and covenants
Comparative assessment of unitranche and mezzanine terms across the European core mid-market corporate segment.
Observing financial markets with the precision of an astronomer: stripping away extraneous noise to capture subtle underlying signals and fundamental trajectories.
Deux Formats d'Analyse pour Décider
The Financial Point
Every Tuesday morning, our flagship institutional publication analyzes macro trends, deciphers credit spread shifts, and shares our strategic decision matrix.
Quantitative Finance Desk
Our time-series models and credit pricing algorithms are documented with complete academic transparency, including underlying assumptions and open methodology.