Fitch Ratings is aiming to introduce a new service for evaluating market risk in synthetic collateralised debt obligations (CDOs) in the next three months, which it will announce tomorrow. The ratin...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Deutsche Bank articles
Deutsche Bank has appointed Humayon Dar as managing director of its global sharia advisory service, Dar Al Istithmar (DI). He will run the unit's London office, taking over from the previous mana...
Deutsche Bank has lured Jay Bryant from Merrill Lynch to work as a director in its collateralised debt obligations (CDOs) division in New York. He joins after nine years at Merrill Lynch, where he m...
Eight dealers have agreed upon standard documentation for preferred credit default swap (CDS) transactions. The new standards will likely enhance liquidity of the nascent market.
CDS IndexCo and Markit have launched CMBX, a range of synthetic credit default swap (CDS) indexes of US commercial mortgage-backed securities (CMBS), which will trade from today.
Alexandre Bernand, the London-based global head of credit correlation trading at Bank of America, has resigned.
Deutsche Bank's debt capital markets group has recruited John Curran as head of liability structuring in North America.
Deutsche Bank has launched a commodity index tracking fund in New York, the first commodity index-linked fund to be listed on a US exchange.
A credit derivatives trader at Deutsche Bank in London was suspended in mid-December pending an internal probe into how he managed to overstate the profits on his book by £30 million. Anshul Rustag...
Risk Awards 2006
Idiosyncratic risk poses a greater threat than a systematic widening in the credit markets during the next six months, according to John Tierney, head of credit derivatives research at Deutsche Bank.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.