Standard & Poor’s (S&P)
China is one of only two Asian countries with G-Sibs – but unlike Japan its banks can sidestep TLAC
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More Standard & Poor’s (S&P) articles
December is roughly four times more profitable than the average month, finds research
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...
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
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