Mixed Q2 results for monoline insurers have raised fresh worries about their prospects. Ambac and Assured Guaranty have announced huge losses, and, although MBIA recorded a gain, analysts predict the...
Credit default swap 5-year mid-levels for structured products issuers (September 2)
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Credit derivatives articles
Market participants are uncertain how to deal with index tranche products referencing the iTraxx credit default swap (CDS) indexes following the restructuring credit event at French media company Th...
Credit default swap 5-year mid-levels for structured products issuers (August 21)
Credit default swap 5-year mid-levels for structured products issuers (August 17)
The International Swaps and Derivatives Association (Isda) declared the first restructuring credit event to be settled under its Small Bang Protocol on August 12.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.