Banks may have been consistently underestimating the risk involved in long-dated credit derivatives, if a new software package from Moody's KMV is correct.
The decline of credit quality in western Europe slowed over the first quarter of 2007 due to strong economic growth especially in the financial sector, but an upturn in the credit cycle is not in sight...
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.
More Moody's articles
European Union (EU) member countries with low credit ratings, such as Romania and Bulgaria, will continue to benefit disproportionately from the EU halo effect, according to a report by Moody’s Investors Service.
The first effects of Moody's widespread re-rating of European financial credits caused widespread consternation at the end of last month, apparently influencing credit market pricing and demand for basket credit derivatives trades.
Leveraged loan collateralised loan obligations (CLOs) will pose the greatest risk in 2007, according to a gathering of investors and arrangers at a Moody’s conference in London yesterday.
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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