New York-based credit derivatives product company Primus Guaranty is planning a new credit protection venture to write credit default swaps on corporate and sovereign debt and some triple-A rated structured...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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New York-based credit derivatives product company (CDPC) Primus Financial Products has restructured $1.2 billion of credit derivatives protection the firm had written referencing a monoline insurer.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.