Using actual default events for all listed firms of thirty economies over the period 2000 Q1 to 2011 Q2 and the technique of particle filtering and smoothing with the Markov chain Monte Carlo, we find...
Economists call it original sin – financing domestic spending with foreign currency borrowing, which can create a potentially crippling mismatch between the revenue a country raises and the debt it has...
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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Asia cross-border (investment grade) deal of the year – Cheung Kong Infrastructure Holdings
Dollar investment grade (financial) deal of the year – Berkshire Hathaway
Dollar investment grade (corporate) deal of the year – BP
Euro investment grade (financial) deal of the year – Rabobank
Euro investment grade (corporate) deal of the year – Merck KGaA
Sterling investment grade deal of the year – Lloyds TSB
Best bank for high grade corporate bonds: Bank of America Merrill Lynch
Trading talk: October 2010
To the best of their liability: LGIMA profile
Fixed income investment firm Brownstone hires Sean Richter as high grade director.
The US Financial Accounting Standards Board (FASB) ruled last month that some unfunded loan commitments made by banks should be treated like derivatives and marked-to-market. The ruling came nearly ...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.