Securitisation
From Basel II to Basel III
Financial institutions face major challenges in modelling credit portfolio risk, particularly in the field of CDOs. Walter Schulte-Herbrüggen and Gernot Becker argue that the main challenge will be in model testing, due to the increasingly customised…
Fixed income managers search for riches as standard products fall flat
SPECIALIST FIXED INCOME
From Basel II to Basel III
Portfolio risk
CDOs: the growth of structured credit
CDO market
Weak results hasten JPMorgan exodus
people news
Taking cover
insurance
Retail on the rise down under
Credit products
Hunt for returns brings product innovation
Structured finance
Asian corporates search for yield
Corporates
Devaney
profile
Champagne performance at Charlemagne
London emerging markets managers Charlemagne Capital have seen steady returns from the OCCO Asia hedge fund, while adding other emerging market products to its suite.
CDOs on the radar
CDOs
Seduced by CDOs
Cover Story
Striking gold or pitfalls in bond prospectuses
convertible bonds
Synthetic structures: no longer a fantasy
Credit guide: sponsored foreword
Collateralised debt obligations
Credit guide: CDOs
The price of default correlation
Credit guide: pricing
Re-securitising CDOs
Credit guide: CDOs of ABS
Creating CDO tranches
Credit guide: risk allocation