Credit risk
Name concentration correction
Credit Risk
China embraces credit derivatives
China’s first steps
Irish bail-out fails to quell bank worries
The cost of insuring against a default of Ireland's major banks went up today, despite yesterday's aid package agreed by parliament.
Eurozone periphery sees CDS fall
Debt protection costs fall in peripheral Eurozone nations, but continue to rise in Germany.
CDS spreads on Germany approach six-month high
Risk perception of German debt continued a week-long rise, on fears of the country's exposure to fellow eurozone members with weaker finances.
Irish CDSs widen on Fitch downgrade
The cost of insuring against an Irish government default rose today as Fitch lowered its Ireland rating to BBB+
The limitations of using correlation in default prediction
Market analysis: Correlation and default
CDSs on euro peripherals widen over weekend
CDSs on Ireland, Portugal, Italy, Hungary and Spain increased over the weekend, while the cost of protection against Greek default fell.
Peripheral CDSs fall on ECB liquidity promise
The cost of insuring against a default of peripheral European states continued to fall today, after peaking at record highs on Tuesday.
StanChart sheds Asia credit risk via $1.25bn securitisation
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk related primarily to loans extended to counterparties in…
Banks look to securitisation of counterparty credit risk
Banks look to securitisation of counterparty credit risk
Basel to overhaul CVA capital calculation
Basel to overhaul CVA capital calculation
Basel Committee considers capital charges on CCP default fund exposures
Basel Committee considers capital charges on CCP default fund exposures
Name concentration correction
Name concentration correction
Irish bail-out fails to stem default fears
Credit default swaps on Irish debt continued to rise after the approval of €85 billion in EU aid.
Corporate bonds, not sovereigns, now the safe haven – L&G
Corporate bonds new safe haven – L&G
CFTC heeds buy-side demands for increased margin protection
The price you pay
Merkel's EU bailout plan threatens Basel’s sovereign zero risk weights
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial
Irish bailout fails to restore faith in PIIGS debt
CDS spreads on peripheral eurozone debt widen despite €90 billion in aid
Asia Risk Congress 2010: CVA ‘less relevant’ for domestic banks
Panellists discussing the finer points of credit valuation adjustment (CVA) at the Asia Risk Congress 2010 said despite all the current talk about CVA in the region, it may prove to be less relevant for Asian institutions compared with their…
Market endorses 'elegant' CFTC proposal on margin
Legally segregated/operationally commingled approach to margin segregation attracts praise from buy- and sell-side.
Lehman opts to settle over Dante flip-clause transactions
Trustees relieved as settlement looks imminent
Credit investors will benefit from financials becoming more ‘utility-like’, says Pimco’s Spajic
With banks cutting leverage, increasing capital and changing their funding models, they offer good value for credit investors.
Sovereign two-way CSAs would probably resemble one-way posting, says Dutch DMO
High thresholds would reduce credit and funding benefits of two-way CSAs for banks, DSTA head says