Editorial Research Index

Institutional briefings & primary regulatory analysis

Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by QuantCalc Tools.

Published briefings: 124
Thematic pillar hubs: 6
Fact-check verified: 100%

All Categories (124)Fixed Income Duration & Portfolio Risk (31)Quantitative Pricing & Options Engines (31)Cleared Margin & VaR Models (30)Risk-Adjusted Performance Benchmarks (30)Quantitative Risk & Capital Modeling (1)Quantitative Execution & Fee Math (1)

31 matching briefings

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Quantitative Pricing & Options Engines2026-10-21

Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator: Execution Slippage, Haircut Floors & Rebalancing Drag (-5.59 bps Breakeven Yield Shift Benchmark)

Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator (REPO-CARRY-ROLLED) stands at -5.59 bps (Breakeven Yield Shift) (Source: NY Fed / Treasury Repo Desk, 2026-10-20), governing bid-ask spread amortization and t

Elena Rostova, FRM, CQFRead dossier →