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 published briefings
Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator: Cross-Margining & Capital Efficiency Optimization (-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 inter-commodity correlation offse
Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (-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 risk-free hurdle rate compression
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
Leveraged Treasury Repo Carry & Breakeven Rolldown Calculator: Model Risk Management (SR 11-7) Validation Benchmarks (-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 backtesting Kupiec POF exceptions