Collateralised loan obligation (clo)
Credit Portfolio Manager of the Year - Deutsche Bank
When a research analyst points to a bank's credit portfolio management (CPM) team as a key reason for a positive outlook on a stock, it turns heads internally and makes a compelling case for others to...
Most credit risk models focus on default probability, while making simple recoveryassumptions for collateralised loans. As Jon Frye shows here, this is a mistake, becausethe same factors that increase...
Japan's four largest banks have posted a combined ¥3.61 trillion ($30.9 billion) in losses for the 2002 financial year, following larger-than-expected losses in their cross-equity holdings amid slump...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Collateralised loan obligation (clo) articles
Japanese banks: Turning up the heat
Japan's banks have faced a gruelling few months in the run-up to the fiscal year-end, with a plunge in equity prices putting severe pressure on capital ratios. But a further crisis may be just around the corner, writes Nick Sawyer.
New dawn for loan portfolio management
The way institutions handle credit is changing. Charles Smithson compares the results of two surveys done in the past two years to discover how portfolio management has evolved.
Gaining an edge from Basel
The recent recommendations of the Basel Committee are set to usher in a period of upheaval for many participants in the banking sector. Standard & Poor’s Anthony Albert looks at how to gain a competitive advantage in credit risk management in the light...
Modelling default correlation
In last month’s Risk, Krishan Nagpal and Reza Bahar presented an empirical study ofhistorical default correlation. Using these results, they now show how to obtain theportfolio credit loss distribution, within a CreditMetrics-style framework
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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