A fundamental bond index including solvency criteria

Marielle de Jong (Head of Fixed-income Quant Research at Amundi since 2011. She started her career in London as a research analyst and equity fund manager, joined HSBC Paris in 1997, where she became Vice-director of Financial Engineering. She lectures in quantitative finance at Centrale Marseille and the University of Paris Ouest. She holds a degree in econometrics from the Erasmus University (NL), an MsC in operational research from Cambridge University (UK) and a PhD in finance from the University of Aix-Marseille. She publishes articles on equity-, currency- and fixed-income quant research issues in international journals.), Lauren Stagnol (Research analyst in the fixed-income quantitative research team at Amundi since 2014. She is a PhD candidate in Finance at the University of Paris Ouest Nanterre La Défense. She holds a BsC in Business Economics from Cardiff University (UK) and a MsC in Applied Economics and Econometrics from the University of Paris Ouest Nanterre La Défense. Her current research focusses on the design of smart beta indices for the fixed-income universe.)