Ashish Dev Practice Leader, ERM and Structured Products Advisory, Promontory Financial, New York Policymakers on both sides of the Atlantic, who deal with securitization, seem intent on loan originators...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit risk articles
The first structured product that we revisit in this month's magazine is a simple minimum return product linked to the FTSE-100 index. Due to the inclusion of principal protection, it is more suitable to compare the returns with cash or a risk free investment...
At the height of the financial crisis, manufacturers were quick to mitigate mounting counterparty risk concerns by deploying products issued by collateralised special purpose vehicles. But now, as the yield junkies return and retail appetite for collateralisation...
Credit loss models typically calibrate default separate from loss given default. Here, Jon Frye calibrates simultaneously, using credit loss data. This produces a surprising test result: the credit loss models do not significantly outperform a statistical...
The Basel Committee on Banking Supervision was told in January by its own oversight board that more work is needed to close the loopholes in Basel II. The board – composed of central bank governors and heads of supervision – highlighted several...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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