Banks insist credit risk approach can be fixed - and remains more sensitive than stress tests
Financial models fall down in energy markets, argues Kaminski
Sponsored interview: Commerzbank
More Credit risk articles
Volume 10, Issue 2 (2014)
Volume 16, Issue 5 (2014)
UBS op risk framework head describes struggle with defining op risk appetite
SolarCity deals show potential and pitfalls of new asset class
Op risk disconnect from business, conference hears
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
This paper examines the dynamic linkages in credit risk between the money market and the derivatives market during 2004-9. We use the T-bill-Eurodollar (TED) spread to measure credit risk in the money...
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.