Credit
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Asif Godall to replace Paul Gooding, who will lead HSBC’s offshore RMB venture in London
Margin efficiency is going to be key to both listed and OTC derivatives markets, but the equity market has been lagging - a result of regulatory opacity. Michael Watt talks to Mike McClain, executive vice-president...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Credit articles
Repeated stumbles by the credit rating agencies have led risk managers to explore new ways of assessing counterparties. Alexander Osipovich examines the alternatives
The Italian structured products market is seeing a pick-up as institutional investors demand exposure to physical assets and credit
JP Morgan is not the world’s most popular bank. Its chief executive, Jamie Dimon, spent 2011 jousting with regulators – including his now-famous cross-examination of Federal Reserve chairman, Ben Bernanke, at a conference in Atlanta – sometimes...
The credit derivatives market has not seen a year like 2011. Volatility was higher in the aftermath of the Lehman Brothers collapse in September 2008, but it focused primarily on financial names. Last year’s fear was less discriminating, encompassing...
Asset-backed credit support could be a viable option for energy producers wishing to better utilise the value of their assets to manage collateral obligations under hedge transactions, write Chad Mills, Chris Hayes and Jon Hoff
The European debt crisis and the subsequent tighter supply of credit in the money markets is beginning to be felt in commodity financing. Vanya Dragomanovich looks at how big a threat the latest round of credit tightness is to the commodity financing...
Over the past 20 years, financial modelling increased in complexity to better describe complex market behaviours and allow market-makers to stay competitive in a maturing world. This maturity led, for example, to the proper handling of volatility surfaces...
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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