Opinion

US pipelines follow the market

Todd Shipman of credit rating firm Standard & Poor’s finds that pipeline companies in the US will face more market risk than regulatory risk in the coming year

A new look at credit risk capital

In the second of two articles on Standard & Poor’s refinement of analytical methodology, John Kennedy discusses an updated approach to evaluating credit risk capital

FAS 133: increasing transparency

Standard & Poor’s Jack Kennedy and Neri Bukspan believe new Financial Accounting Standards Board rules for US energy traders will make it easier to measure a firm’s risk management ability, liquidity position and equity capital

The convergence of ALM and ERM

Banks seeking a truly complete view of their exposures are beginning to seek ways to integrate the enterprise risk management systems they use for their trading books with the asset and liability management systems they use for their banking books. Clive…

Correlation and credit risk

Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework. An important issue is the relationship between probability of default and loss-given default. In this last of four…

Invisible risks

Op risk managers can expose yesterday’s loss and today’s weakness, but they cannot quantify the risk of tomorrow, says Benedict Roth of Rabobank International

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