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Beyond Duration and Credit Spreads: Are We Measuring the Right Sources of Return in Fixed Income?
For decades, fixed-income performance attribution has been built around a familiar set of drivers: duration, yield-curve positioning, credit spreads, currency exposure, and security selection. These frameworks have served the industry remarkably well. But as I look at the rapid emergence of tokenized assets, digital cash, and AI-driven investment processes, I find myself wondering: Are we still measuring the right sources of return? The Assumption We Rarely Question Tradition
Finex Learning
Jun 43 min read


The Evolving Role of Regulators in Insurance Supervision
In an era of rapid digital transformation and rising systemic risks, regulatory supervision of insurance firms is undergoing a major...
Finex Learning
Aug 5, 20253 min read
🌍 Equity-Linked Structured Products: A Key Trend in 2025 ? 🌱
The financial landscape in 2025 is being significantly shaped by Equity-Linked Structured Products (ELSPs), which are financial...
Finex Learning
Feb 18, 20252 min read
CBDCs: A Game-Changer for Bank Treasury Professionals in 2025 🚀
As the financial landscape evolves in 2025, Central Bank Digital Currencies (CBDCs) are emerging as a transformative force, reshaping...
Finex Learning
Jan 13, 20252 min read
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