Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
While dollar's status as reserve currency makes imminent downgrade unlikely, that may change if US government fails to implement credible debt reduction plan, says lead sovereign analyst at Moody's.
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Credit risk articles
Institutional investors in Asia have some way to go to meet on-going regulatory requirements as set out by Dodd-Frank, the European Commission and other initiatives aimed at mitigating risks inheren...
Report says EMU credit default swap volatility due to lack of certainty over future debt market conditions
The raft of new regulations on OTC derivatives will be problematic for buy-side firms, says new report
Fund’s Global Financial Stability Report and World Economic Outlook updates show concern over insufficiency of eurozone stress tests, links between banking and sovereign risks
A new report from Fitch Ratings suggests Europe's public finances are on the mend, reducing pressure to borrow in 2011
The cost of swaps protecting against a state default of eurozone peripheral states continued to decline today.
Credit default swaps on the troubled Irish bank widen by four percentage points
Weakness in Europe's banks will cause the region's credit markets to lag the US in the coming months, according to BNP Paribas' global head of credit research and strategy, Robert McAdie.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.