1.1 Adaptation of the Merton Model: Adjustment of the Probability of Default (PD) using the CCQI Index
The integration of the CCQI Index into credit risk models relies on adapting the structural framework of Merton (1974), where a borrower's Probability of Default (PD) is determined by the distance between the value of their assets and…
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Décarbonisation
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Construction of the Steelldy CCQI Index and Characterization of Carbon Credit Titles (TCC)
CCQI index and characterization of TCMs: Tracking Tokenization of RWAs and Carbon Credits
1.1 Methodology for the…
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From Survival to $1 Trillion Forecast: Decoding Intel’s Wild Market Reversal
Intel experienced a massive surge in market capitalization, growing 3.2 times (221%)…
The Stagnant Reality: Annual Revisions Hide Deep US Labor Market Contraction
The US labor market appears stagnant.
Job creation in April was…
Stochastic Modeling of the Impact of Pillar Two (OECD) on Tax Engineering and the Valuation of Tokenized Carbon Investments (TCC): Correlation Analysis Between STEELLDY’s CCQI Index and the Risk-Adjusted Tax Performance of TCCs in French Jurisdiction
The impact of the Pillar Two international tax regime (OECD) on the…
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Integration of the CCQI Index into Credit Risk Models
Construction of the Steelldy CCQI Index and Characterization of Carbon Credit Titles (TCC)
Core Carbon Principles (CCP) and Quality Premium
Tokenization of carbon assets: blockchain protocols, on-chain traceability, and fractionalization
Interoperable Tokens (XRP/QNT/COTI), RWA Tokenization, and Gold-Backed Stablecoins
