Standard & poor’s (s&p)
Standard & Poor's found to owe duty of care with CDO ratings
SolarCity deals show potential and pitfalls of new asset class
In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous portfolio...
More Standard & poor’s (s&p) articles
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of a triple-A rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lu...
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas ...
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the...
UBS bolsters equity derivatives team
Merger of S&P Indices and Dow Jones Indexes will fuel more competition with banks than other index providers, say market participants
Deutsche Bank says the luxury goods sector is especially promising in the current financial climate, while Bank Vontobel in Switzerland has launched its fifth structured product based on a basket of...
Activity in commodity exchange-traded products falls sharply amid poor performance of the asset class
Days after leaving S&P Indices, Srikant Dash has joined Bloomberg to lead and create a new index business
Former SG execs launch multi-commodity discretionary hedge fund
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.