Credit portfolio management
Being asked to achieve more with fewer resources is a common gripe in any walk of life – but increasingly so for credit portfolio managers. The past 12 months saw them having to manage the shifting risk...
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit portfolio management articles
Monte Carlo simulation of credit-risky portfolios can be computationally intensive when calculating risk measures. Here, Mikhail Voropaev builds an analytical framework for calculating value-at-risk and expected shortfall for these portfolios that significantly...
Credit portfolio management (CPM) looks like an afterthought at many banks: the function is locked away at the end of the lending process, having little interaction with the business lines and minimal influence on the composition of the loan portfolio....
Bond salespeople have neither the wherewithal nor the incentive to market and sell bonds in the old-fashioned ‘creative’ way, so it’s no surprise they know little about their wares.
With increased use of nuclear energy currently the EU’s most likely route to ensuing both security of supply and low carbon emissions, Alex Davis examines the impact such a policy could have for energy risk managers
Credit derivatives dealers haven’t had much to shout about in recent years – a large chunk of the market has virtually shut down, volumes are much reduced and liquidity has suffered. Last month, however, the publication of proposals on short selling...
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.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps