The initial volatility in the credit correlation market caused by the downgrades of General Motors and Ford seems to have died down. But Standard & Poor's ratings action on May 5 has left dealers and risk managers with a lot of questions and uncertainties.
What, for instance, will be the impact on hedge funds in the run-up to June 30? Will the much-reported losses by some hedge funds in the structured credit space cause a flood of redemptions? If so, will there be a sudden rush of he
The week on Risk.net, July 7-13, 2018Receive this by email