When markets are wrong – lessons from Fathom’s SFI

Fathom Consulting // Insights // When markets are wrong – lessons from Fathom’s SFI

Fathom’s Sovereign Fragility Index (SFI) aims to provide an objective measure of the underlying risk attached to government debt. Comparing SFI-implied and observed spreads therefore allows us to observe the effects of changes in market sentiment and unconventional monetary policy…