The cost of protection on credit default swaps (CDSs) referenced to the world’s largest financial institutions has skyrocketed as Lehman Brother’s bankruptcy has heightened counterparty credit risk...
For Barclays Capital, a recent £250 million ($495 million) securitisation of part of UK insurer Aegon Scottish Equitable’s life portfolio proves there’s life left in the life insurance securitisation...
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.
More Goldman sachs articles
An expected restructuring of the assets of defunct structured investment vehicle (SIV) Cheyne Finance later this month underlines the harsh reality faced by many investors in the vehicles, who are likely to get little or none of their money back.
JP Morgan has placed $100 million of extreme mortality bonds for reinsurer Munich Re, in the first foray into the mortality bond market for both firms.
Citi, Merrill Lynch and JP Morgan could see writedowns totalling $33.6 billion relating to collateralised debt obligations (CDOs) over the fourth quarter, according to a report by Goldman Sachs on American firms, published on December 26.
Goldman Sachs has launched a tradable mortality index based on a pool of US senior citizens. The QxX index is referenced to a pool of 46,290 people aged over 65 in the US, and will be tracked and updated monthly. The bank says it will produce vanilla...
Some parts of the risk management community have been quick to describe the credit market turmoil of 2007 as 'unprecedented', sometimes by way of an excuse for the racking up of huge losses in the credit markets and elsewhere. All firms have taken a...
The credit derivatives market has been innovating at a breakneck pace. As the new kid on the block, the asset class has rushed to catch up with its older cousins, the interest rate and currency derivatives markets, and each year has seen an array of innovative,...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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