Credit rating agencies (cras)
Regulator announces reforms in response to financial crisis failings
Financial models fall down in energy markets, argues Kaminski
SolarCity deals show potential and pitfalls of new asset class
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 rating agencies (cras) articles
Ratings enable the information asymmetry existing in the issuer-investor relationship to be reduced, particularly for issues with a high degree of complexity, as in the case of securitizations. However,...
This paper introduces a model framework for dynamic credit rating processes. Our framework aggregates ordinal rating information stemming from a variety of rating sources. The dynamic of the consensus...
Smaller agency blocked from rating ABS and sovereign debt
At least six banks are talking to lawyers and rating agencies about reviving derivatives product companies, although AAA ratings may now be off the table
The SPV swap replacement game
A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able t...
Rating agency downgrades are expected to affect the way institutional buyers of structured products in Europe do business, say bankers. At the crux of the changes are rating agency decisions that affect...
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.