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 panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.