Cat bonds, high yield, US distressed, infrastructure risky too
Troubled debt teams can provide valuable op risk insight
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Distressed debt articles
Hedge funds to follow US model by taking on bank risks
Trying to get it right
13th Annual European Single Manager Awards 2013
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Profile: Diana Monteith
The executive vice-president and portfolio manager at Pimco talks about the asset manager’s plan to broaden its high yield offering, and where he sees the current risks and opportunities in that m...
The head of special situations at Alcentra says distressed debt investors should head for Europe if the global economy slumps again.
Alcentra head of special situations says second wave of global recession is likely, and predicts distressed debt opportunities in Europe.
In 2008 and 2009, the calibration of the standard Gaussian copula model for collateralised debt obligations has frequently broken down. To overcome that problem, Martin Krekel has embedded the model...
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.