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Imre Vörös

Imre Vörös
Vice President Model Validation, Best Practices & Pricing Research

About the Contributor

Imre Vörös is a Vice President and Senior Researcher covering the pricing of various asset classes. Previously, he worked on Goldman Sachs’s trading desk as a strategist for interest-rate products. Imre holds a DPhil in mathematics from Oxford University.

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Blog posts by Imre Vörös

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  1. BLOG

    Santander’s coco extension: The new market norm? 

    Mar 18, 2019 Imre Vörös , Gergely Szalka

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    Banco Santander announced it would extend — i.e., not call — its additional-tier-one contingent-convertible (coco) bond. Was the market caught off guard?

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