Credit derivatives product companies (CDPCs), such as Primus Guaranty, are emerging as important participants in the burgeoning credit derivatives market, according to a new criteria report by Fitch Ratings....
Investors in credit default swaps (CDS) could find their holdings unexpectedly affected by corporate spin-offs and de-mergers, rating agency Fitch has warned.
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.
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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 rating agency will offer a mark-to-model market risk service...
Hybrid collateralised loan obligations (CLO) deals with a leverage loan credit default swap (CDS) component are increasing in number, according to Vishwanath Tirupattur, a New York-based vice-president at Morgan Stanley, who spoke at Fitch Ratings’...
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.
India’s non-performing asset (NPA) securitisation market is set to grow from present levels, according to a report by Fitch Ratings. This will help the sub-continent’s banks to resolve over IRp600 billion ($13.5 billion) of NPAs sitting on their balance...
There is likely to be an increase in the issuance of collateralised debt obligation (CDO) issuance in the Asia-Pacific region in 2006, rating agency Fitch said in a new report.
Fitch Ratings has placed 40 tranches from 15 public collateralised debt obligations (CDOs) and 33 tranches from 24 private CDOs on negative rating watch. The total exposure of these rated transactions is €1.27 billion.
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
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