European Parliament proposal will increase volatility in borrowing costs, claim debt managers
Judge sides with Barclays, and rejects claims of fraud by Cassa di Risparmio della Repubblica di San Marino
Spreads are jolted following Portuguese deficit revision, and expectations of a new round of bank recapitalisation in Ireland
More Credit derivatives articles
Credit default spreads narrow on Fukushima plant operator and Japanese sovereign while BP widens on manslaughter charge reports
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, based on a Merton-type asset return model. The...
The EU prepares itself for another sovereign bail-out after Portuguese parliament rejects tax rises and budget cuts
Risk perceptions on Portugal and Ireland increase as rest of eurozone stays steady
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.
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