Henrard joins Dexia as head of interest rate modelling

Marc Henrard has joined Dexia Bank in Brussels as head of interest rate modelling. He will be in charge of researching, developing and implementing interest rate and inflation models.

He was formerly head of quantitative research at the Bank for International Settlements in Basel, where he wrote the paper "Tips options in the Jarrow-Yildirim model", which appeared in Risk in March 2006.

See also: Tips options in the Jarrow-Yildirim model

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