Goldman sachs
CDS spreads continue to widen
Credit default swap (CDS) spreads on financial institutions have continued to widen, despite the bailout of US insurer American International Group (AIG) by the US Federal Reserve Board on Tuesday.
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...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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
Cheyne auction reflects harsh reality for SIVs
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 and Munich Re enter mortality bond market
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.
Finding a niche
Morgan Stanley and Goldman Sachs continue to dominate Risk's Energy and Commodity rankings, but other dealers are starting to make their mark as new, previously niche markets become more liquid. By Andrew Holt, with research by Xiao-Long Chen
Q4 writedown estimates raised for Citi, Merrill and JP Morgan
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 unveils mortality index
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...
Bank Risk Manager of the Year - Goldman Sachs
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...
Credit derivatives House of the Year - Goldman Sachs
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,...
How can investment banks use grid technology?
Learn how technology is enhancing risk management
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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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Finding the Right Path to Hedge Accounting
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
- Anti-Money Laundering when transaction monitoring is not sufficient
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