Chinese banks are moving to address profitability issues raised by tough new lending rules and capital regulation by bolstering lending activity to small-to- medium sized enterprises. But there are concerns...
Adjoint algorithmic differentiation can be used to implement the calculation of counterparty credit risk efficiently. Luca Capriotti, Jacky Lee and Matthew Peacock demonstrate how this powerful technique...
More Credit risk articles
Rising commodity prices pose the biggest risk to recovery after the 2008 global financial crisis, according to a risk.net poll
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...
Gary Germeroth, chief risk officer at US independent power producer Calpine, speaks to Pauline McCallion about the company, Dodd-Frank regulation and managing the risks related to renewable energy generation
Bank capital rules continue to regard government bonds as risk-free under many conditions. If politicians can’t convince them otherwise, regulators may have to change the rules – but could they do it without causing bond market mayhem? Duncan Wood...
Swedbank and Luxembourg Financial Group have listed a protected note in Sweden that offers local investors their first taste of a secured issuer. Luxembourg-based Taurus is the issuer and the investment is in Spax Europe Trygghet bonds.
Life is full of little ironies, and this is sometimes – very occasionally – true of the derivatives markets too. To give an example: politicians, central banks and regulators are pushing for banks to clear over-the-counter derivatives through central...
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.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014