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...
Credit rating agencies must register and be supervised in the EU
Rating agency findings suggest unintended Basel II concentration risks
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Fitch articles
The UK government has launched a scheme to guarantee up to £50 billion in residential mortgage-backed securities (RMBS) for the first time, finance minister Alistair Darling said yesterday.
The ability of firms managing synthetic collateralised debt obligations (CDOs) has been “dramatically reduced” because of deal constraints, spread widening and market illiquidity, according to London and New York-based credit ratings agency, Fitch...
More stringent terms and conditions are being attached to revolving credit facilities (RCFs), although banks are still extending them to investment-grade corporates. Analysts and bankers agree that RCFs are becoming more expensive and smaller and will...
The credit default swap (CDS) market becomes more liquid during periods of market stress, according to research conducted by Fitch Solutions, a valuation and product development division of Fitch Ratings.
While defaults and delinquencies on subprime mortgages appear to have peaked, losses on prime mortgages and other prime collateral referenced by asset-backed securities (ABS), such as auto loans and credit cards, are expected to keep rising.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Topics of interest
Sweden, 15th Dec 2013
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps
Topics of interest