Credit risk
Credit ensembles
Kevin Thompson and Roland Ordovas address the question of how individual counterparties contribute to the total credit risk of a portfolio. They provide an analytic method, new to credit modelling, to estimate all joint default statistics conditional…
What everybody ought to know about this credit business
CDS guide: introduction
The ability to ‘trade rumours’
CDS guide: market indicators
CDSs as building blocks
CDS guide: new structures
The size of the CDS market
CDS guide: CDS growth
Buyers and sellers of CDSs
CDS guide: market participants
Which credits are covered by the CDS market?
CDS: the basics
Risks to the system
CDS guide: conclusion
Laying down the ground rules
CDS guide: documentation
A world of trouble
Six Continents
Moody’s debuts CDO reports
Credit tech
For love nor money
Salaries
SMBC and UFJ issue synthetic CLOs
New angles
Just starting out
Credit derivatives
HVB manages Asian hybrid CDO
New angles
BOK approves first hybrid CLN
New angles
Urgently seeking capital
Balance sheet CLOs
Taking it slow
Basel Accord
One tranche at a time
Synthetic CDOs
Technology briefs
Systems
Derivatives disclosure calls mount
Cover story
CMA to use Creditex data
Credit Market Analysis (CMA) is to use Creditex's credit default swaps (CDS) pricing data within its credit analytics.