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...
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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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.
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,...
Continued weakness in the US subprime mortgage market has forced investment banks in both Europe and the US to revise down earnings predictions and make further write-downs in the fourth quarter. On December 10, Swiss bank UBS announced it had revised...
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...
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
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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