The takeover of a Spanish savings bank last month and rumours of funding difficulties at the country's financial institutions spook investors
The financial crisis highlighted that interactions between market risk and credit risk could expose banks to greater risks than had been assumed. Banks are responding by altering their structure and the models they use – but it is by no means an easy...
Jean-Baptiste Pons, head of corporate finance and treasury at EADS, talks to Alexander Campbell
Despite spreads widening last month to more attractive levels, investors remain cautious on expectations of a prolonged period of volatility for the credit markets.
Market participants are conducting credit risk analysis on a growing number of counterparties, many of which are smaller, non-public and unrated firms, says S&P.
Inverted swap spreads have defied earlier predictions that they were a short-term aberration to still be a feature 18 months after their first appearance. Is this set to continue and, if so, does it pose an opportunity for pension schemes and insurers?...
It was a hectic start to the week for CVA traders, as the eurozone bailout shrank the exposures many faced, leaving them over-hedged.
The aftermath of the financial crisis led to some innovative approaches to tackling energy credit risk. Pauline McCallion looks at developments and asks whether proposed US and European regulation will help or hinder innovation in this space
Stanford University’s credit risk expert, Darrell Duffie, talks with Katie Holliday about changes in the modelling of credit risk within energy markets since the financial crisis
Vendors and their clients are focusing on the implementation of liquidity analytics to boost credit risk management
Structured products distribution in Spain stalled during the financial crisis as banks turned away from open architecture. The answer seems to lie in fund-based products, for which the distribution networks remain open. Richard Jory reports from Structured...
A few years ago no-one worried about counterparty credit risk. Then a year ago that was all anyone cared about. As markets begin to settle down, the shake-up could have longer-term implications for the structured products market. By John Ferry
The Bank of Spain defends Spanish banks' hands-on risk management of non-performing assets related to the property sector.