The bankruptcy of Japan Airlines Corp (JAL) has highlighted to counterparties of Asian airlines the importance of securing collateral to back up their trades as well as assessing the credit health of their...
It was a hectic start to the week for CVA traders, as the eurozone bailout shrank the exposures many faced, leaving them over-hedged.
More Credit risk articles
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
LONDON – Operational risk events are often hidden within credit risk, but this is starting to change in response to changing financial regulations and evolving approaches to enterprise-wide risk management (ERM). The Basel II rules ensure that if...
Since the collapse of Lehman Brothers in September 2008, counterparty credit risk management has assumed critical importance at both sell-side and buy-side institutions. The failure of Lehman Brothers and near failure of several other major financial...
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
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.
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