More Credit derivatives articles
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas ...
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the...
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Spreads are static and volumes light as EU finance ministers and the Greek government try to reach agreement over bail-out terms
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