Risk perceptions start to steady on banks and insurance companies as Japan counts economic cost of natural disaster
Kirk Buckley, Sascha Wilkens and Vladimir Chorniy present a semi-analytical approach for calculating the counterparty exposure of credit derivatives contracts conditional on the default of the counterparty,...
The EU prepares itself for another sovereign bail-out after Portuguese parliament rejects tax rises and budget cuts
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Credit derivatives articles
Risk perceptions on Portugal and Ireland increase as rest of eurozone stays steady
Moody’s report predicts earthquake will have severe impact on Japan's economy
Heightened geopolitical risk in the Middle East and North Africa has led to increased CDS trading on the region; the driver of which is speculative rather than a desire for protection
Nuclear generators improve as Fukushima stabilises, Egypt down after Libyan ceasefire
CDS spreads spike for power company and insurance providers
Risk perceptions ease despite desperate situation in areas affected by the natural disaster
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.