Credit risk
Merrill launches regional CDS
New angles
Struggling for returns
Hedge funds
What is the real value of restructuring?
New angles
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A clear approach to credit
Review
Basel II: Time to prepare
Basel Accord
Basel Committee publishes additional QIS3 results
The Basel Committee on Banking Supervision has published additional statistical data from the third quantitative impact study (QIS3), which was originally released on May 5.
Cross-border conundrums
Credit Risk
Principia and CreditTrade extend coverage to market
principia system Version 4.0 offers risk analysis techniques
Roundtable > Operational risk quantification: a discipline at a crossroads
Operational Risk magazine held its first European roundtable during Risk magazine's annual European congress, in Paris, on April 9.
QIS3 results released by Basel Committee
A paper outlining the results of the third quantitative impact study (QIS3) was released by the Basel Committee on Banking Supervision yesterday.
The road to partition
Applying the ensemble approach developed in these pages last month, Kevin Thompson and Roland Ordovas calculate risk contributions and show how to measure higher-order default dependence using the method of partitions. The results provide tools allowing…
Bespoke panacea?
Substitution rights
Insurance companies’ slow embrace
Credit derivatives
Solutions or smokescreens?
Structural enhancements
Branching out
Basket-linked notes
Swap enthusiast
Profile
Leading dealers sign up to new CDS matching service
JP Morgan Chase, Deutsche Bank and Morgan Stanley have signed up for a new global credit default swap (CDS) matching service that the Depository Trust & Clearing Corporation (DTCC) plans to launch in June.
Operational risk quantification: a discipline at a crossroads
OP RISK EUROPEAN PRACTITIONER ROUNDTABLE
Controversial changes to Pillar I
COVER STORY
Client control
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