Credit portfolio management
Original headline:
European insurers could withstand a Greek and Italian sovereign debt default without widespread rating downgrades, according to rating agency Fitch Ratings. As world leaders battle to put together a...
Original headline:
The crisis has made it more difficult for credit portfolio management desks to manage loan portfolios by transferring risk. Instead, there’s a growing focus on old-fashioned virtues. Mark Pengelly reports...
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More Credit portfolio management articles
Transition Management Forum Asia 2011: Asset owners warned that fixed...
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Fixed-income investments are becoming increasingly popular in Asia, but less transparency in secondary fixed-income market trading compared with traditional equities means institutional investors need to pay particular attention to the ability of service...
CPM desks split on whether to reap windfall on hedges
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The value of hedge books was hugely volatile during the crisis, forcing loan portfolio managers to think carefully about whether to monetise their gains. Those who chose not to saw windfall profits wiped out in a matter of weeks – but there’s still...
NAIC opts for macroeconomic based approach for CMBS
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US insurance regulators turn their focus to CMBS
Low liquidity is the new norm for portfolio managers: Caveat Emptor...
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Portfolio managers accustomed to building books in neat blocks of $50 million may struggle to unwind such positions in the new liquidity-starved secondary markets.
LBO companies face debt restructuring risk – Pimco's Jessop
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The executive vice-president and portfolio manager at Pimco talks about the asset manager’s plan to broaden its high yield offering, and where he sees the current risks and opportunities in that market.
Flood of sovereign debt drowns out corporate bonds
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Elevated government borrowing will be a fixture of the credit markets for the foreseeable future, as emergency spending and tax shortfalls heighten state financing needs. But could this excess supply of sovereign debt threaten demand for corporate bonds?...
Replicating success
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The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios.
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