Credit - Volume 9 / Issue 7

Nigel Sillis

The director of fixed-income and currency research at Baring Asset Management talks to Matthew Attwood about bubbles, credit risk and mushroom picking

An agency for change

After years of talk about rating agency reform, regulators - spurred by the credit crisis - are acting, with the New York attorney general vowing to root out practices that he believes contributed to recent events. But some market observers have rounded…

Called to account

Dealers have criticised fair value accounting on illiquid assets as exacerbating the subprime crisis. A growing number of banks and industry bodies have called for a suspension of mark-to-market accounting for illiquid instruments. Are the accounting…

We're all Swensenians now

The appeal of commodities used to be the equity-like returns combined with low correlation to stocks and bonds. That all changed once the commodities bandwagon started rolling

Jeff Sprecher & Sunil Hirani

The chairman and CEO of derivatives exchange ICE and the CEO of derivatives processing firm Creditex talk about the companies' recent merger, and how the CDS markets will cope with a unique set of challenges ahead

Back to basics

We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Avarina Miller, senior vice-president at Demica, looks at trade receivables

Cash bonds take a different track

As anyone on the financial markets rollercoaster will know, predicting the future path of your investments is next to impossible, particularly in the current economic climate. But a dislocation has appeared between the equity/CDS markets, which are…

Grahame Mcgirr & James Bagshawe

All the talk in the financial markets is about going back to basics. This drive towards simplicity and transparency is what underpins Islamic finance. Credit speaks to two senior executives from recently launched Shariah house Gatehouse Bank about a…

Structural modelling of subprime mortgages

With the economy still suffering from the waves of the credit crunch, triggered by a housing price slump, Yong Kim provides a structural model of subprime mortgages based on housing market risks. Given the enormity of the subprime mortgage market failure…

Back in Black

New York-based asset manager BlackRock's buying up of distressed mortgage portfolios - most notably its purchase of UBS's portfolio of subprime and other non-agency securities totalling approximately $22 billion - has been making headlines. What does it…

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