Clearing credit hub closes, with Markit citing disappointing Sef volumes
UBS in Australia sold off CDS portfolio in fixed income scale-back
Credit derivatives house of the year: Credit Suisse
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Credit Derivatives articles
Asia Risk awards 2013 winner: BNP Paribas – Credit Derivatives House of the Year
In this paper we continue the study of the stress event model, a simple and intuitive dynamic model for credit risky portfolios, proposed by Duffie and Singleton. The model is a bottom-up version of the...
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
Any hedge fund would be delighted with a near-50% return on equity. For the credit business of a Swiss bank, it’s not just an excellent result – in pure revenue terms, the best of Credit Suisse’s...
Asia Risk Awards 2012 winner: Standard Chartered – Credit Derivatives House of the Year
The probability distribution of the number of defaults plays an important role in pricing problems of multiple-name credit derivatives. When the group size gets large, it becomes increasingly difficult...
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
Risk awards 2012
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
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.