EU stress tests showed €34.5 billion notional legacy book
UBS in Australia sold off CDS portfolio in fixed income scale-back
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Credit derivatives articles
Fears relationship between credit indexes and constituents becoming more tenuous
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Standard & Poor's found to owe duty of care with CDO ratings
Kicillof comments mean contracts can be extended, law firm argues
Finra says year-long approval process revealed "notable outliers"
Credit derivatives house of the year: Credit Suisse
Pricing the CVA doom loop
New research sheds light on implications of product's role as regulatory capital hedge
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter...
Abuse of power?
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.