Credit spreads
Optimal structuring of collateralized debt obligation contracts: an...
The objective of this paper is to help a bank originator of a collateralized debt obligation (CDO) to build a maximally profitable CDO. We consider an optimization framework for structuring CDOs. The objective...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Credit spreads articles
Quant Congress USA: Ban DVA, counterparty risk quant says
Banks should not book paper profits as their own debt quality worsens, the Risk conference heard yesterday
High yield spreads no longer correlated to default rates: Jerry Tempelman...
High yield spreads are more highly correlated to the VIX index than to default rates.
Credit spread widening fails to generate buying interest
Despite spreads widening last month to more attractive levels, investors remain cautious on expectations of a prolonged period of volatility for the credit markets.
Credit spreads widen on Greece concerns
The positive sentiment caused by good Q1 results has faded as sovereign woes and the Goldman Sachs lawsuit weighed heavily on credit investors.
Greece bailout fails to convince investors
Greek bond yields have spiked again, suggesting investors are unappeased by the €45 billion bailout proffered by Eurozone countries and the International Monetary Fund. The rescue package, announced on April 11, would see euro area member states contributing...
Hung parliament could see gilts lose their shine
UK government bond yields are likely to spike in the event of a hung parliament in the country’s general election on May 6, market analysts have warned. “The expectation is that a hung parliament would be negative for gilts as it would be difficult...
Greek government bonds tumble again
Spreads on Greek government bonds have risen sharply in the past week, with investor sentiment deteriorating despite the European Union’s commitment to support the struggling southern European country. Greece completed its latest bond issue on March...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Risk OTC Derivatives Clearing Summit
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Risk and Return Brasil - Portuguese
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What’s next for fixed-income ETFs and structured products?
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Nexus-Risk Training
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Managing Risks in Foreign Exchange
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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