Credit portfolio management
Risk Awards 2015: French bank shared trade finance exposure with World Bank
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Credit portfolio management articles
We give a detailed account of correlations between credit sector/quality and treasury curve factors, using the robust framework of the Barclays POINT Global Risk Model. Consistent with earlier studies,...
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
An analytical framework for credit portfolio risk measures
After last month’s sell-off of risky assets, traders say positive technical factors could push real money investors back into the market before long.
Portfolio managers accustomed to building books in neat blocks of $50 million may struggle to unwind such positions in the new liquidity-starved secondary markets.
On a recent visit to New York, Credit met up with senior figures at three of the largest fixed income asset managers globally to hear their thoughts on where the US credit market is heading next and...
As credit portfolio managers know, there’s more than one way to skin a cat. “There’s not just a single model for success in credit portfolio management,” remarks one New York-based industry veteran....
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.