Credit default swap spreads in Europe have remained relatively tight this week despite falling equities. The trend is being supported by the current dislocation between credit and equity, and also c...
Default swap curves for volatile European corporate issuers, including France Telecom and Fiat, have flattened out, according to Chris Francis, a credit derivatives analyst at Merrill Lynch in London.
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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.