Credit default swaps have allowed banks and investors to improve the management of their credit risk, but they may represent a lurking source of contagion in a crisis, argues David Rowe
Risk perceptions in the eurozone fell today as France and Germany agreed new treaty plans that will sanction fiscally irresponsible member states
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit derivatives articles
Cost of insuring against a German government default remains stable after yesterday’s lacklustre debt auction, but risk perceptions on German banks surge
The date: October 27. The scene: a dining room at one of the world’s biggest banks. The starter: grilled salmon. While glasses of sparkling water were still enthusiastically effervescing, two of the bank’s senior executives railed against what they...
Dealers say regulators have cooked up a pro-cyclical credit value adjustment capital charge that will force them to buy increasing amounts of protection in an illiquid market, regardless of changes in counterparty credit. The impact will be felt by uncollateralised...
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a shortage...
Spreads flat or slightly tighter despite political squabbling over size of EFSF
Initial excitement regarding the long-delayed introduction of credit derivatives in India has waned amid fears that regulatory constraints will hamper market development. But the introduction of credit mitigation tools represents an important step in...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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Germany, 25th Feb 2014
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