Governments are facing unprecedented pressure to finance bank rescue schemes through huge debt issuance. With supply coming thick and fast, the UK Debt Management Office (DMO) has been steering a hazardous path to place its debt into the markets. Until...
Rating agencies have been lambasted for perceived failings in their collateralised debt obligation (CDO) rating methodologies. The leading agencies have published revised methodologies, but has it swung too much the other way? With the CDO market in the...
Each of the three methods of calculating value-at-risk has its pros and cons. Brian Shydlo of Sirius Solutions examines them
Counterparty Credit Risk
Credit Portfolio Management