CV Data

The quantitative easing QE policy implemented by various central banks around the world (BoJ, Fed, and ECB) is inexorably leading to a market flooded with liquidity and overseas chinese in uk data negative rates on most yield curves, which is an abnormal situation given the scale of the deficits and public debts of the main OECD countries. Traditionally, the more a bond issue is made on a company or state at risk in terms of the size of its debts, the higher the issue rate. Which is currently the opposite of what is happening. Will there be a major bond crash that would mechanically cause long-term rates to rise sharply? In addition, will BREXIT, after the original panic, not lead the British authorities to transform the City into a "European Singapore" to avoid the "so-called exodus of financiers"?



With (in alphabetical order)



- Moundir AKASBI , Professor of Financial Markets Law, Lawyer;

- Bernd Oliver BUEHLER , Managing Director JANUS Consulting, Professor of Economic and Financial Intelligence;

- Georges CASTEL, Director of ESLSCA Studies, Director of the ESLSCA TRADING Division, Professor of Derivatives, Former Options Trader;

- Philippe JAMMERON , Head of Sales France, BBVA (BANCO BILBAO VIZCAYA ARGENTARIA) Professor of Foreign Exchange Markets;

- Antoine NODET , President of the Aeronautics Defense Sector Group of the SFAF, Founder of the AACIF, Member of the Editorial Board of the Financial Analysis Review, Professor of Financial Analysis;

- Laurence ROUCOULY , Program Director, Risk Management, and Former Oil Trader, SOCIETE GENERALE, Professor of Oil;

- Franck ROUGEOT , Consultant, former Sales Director PRO REAL TIME, Professor of Technical Analysis.