Sovereign debt
New perceptions: how insurers must raise their game in credit risk management...
The recent financial crises have changed the way insurers and asset managers view credit risk, revealing a fundamental misunderstanding of the risk in many companies’ portfolios. Risk managers have had...
Liquidity drained from the sovereign CDS market before the ban took hold this morning – and market-makers are still unsure what they can and cannot do
FTSE Group and the Nairobi Securities Exchange have launched the first independently calculated Kenyan sovereign debt index, underscoring increasing investor interest in Africa
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 Sovereign debt articles
Fixing the flaw in sovereign CDSs
Good fortune ensured credit default swaps (CDSs) on Greek debt paid out at a level close to the actual losses suffered by bondholders in the country’s restructuring. But the market cannot rely on luck. Darrell Duffie and Mohit Thukral propose a redesign...
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Dangerous embrace: disentangling bank and state
In the four months between the start of December last year and the end of March, Italian and Spanish banks bought more than €140 billion in government bonds – much of them issued by their domestic debt offices. They did it using the 1% loans offered...
Basel 2.5 meets the Sarkozy trade: new rules could hit bond demand
Regulators want banks to hold more capital against government bond positions, but the regime is being changed at a time when the industry is the main source of demand for big eurozone issuers such as Italy and Spain. In addition, banks fear modelling...
Eurozone scenarios: political analysts give their views
Political analysts are increasingly being used by banks to help with eurozone scenario planning. Here, experts from two firms share their views on the key issues facing the single currency. By Michael Watt
Political risk
November’s US presidential elections are creeping closer, and the country’s banks are backing the Republicans. The American Bankers Association has contributed $1.4 million directly to the two parties, with over three-quarters of it going into the...
Reviving securitisation: regulators send mixed messages
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But the market also faces regulatory headwinds. Mark...
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.
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