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L Sankar, Jure Skarabot

Citigroup credit derivatives specialists explain why the Gaussian copula model, despite its flaws, is still the market standard for analysing correlation

Credit derivatives: the next generation

Now that credit default swaps and other credit derivatives are moving into the mainstream of financial trading, a new range of products and structures are being developed using synthetic techniques. Calyon's Loic Fery and Ally Chow review some of these…

Thomas Huertas

The director of the wholesale firms division and banking sector leader at the Financial Services Authority in London outlines the progress made in resolving the operational problems in credit derivatives processing. Interview by Nikki Marmery

Swiss restructuring

As regulatory pressure on insurance companies to improve their solvency requirements increases, one reinsurer's reaction stands out from the crowd. Hardeep Dhillon looks at how Swiss Re is using innovative structures in the debt capital markets to…

James Vinci

As hedge funds have grown, so too has prime brokerage. Market leader Morgan Stanley's prime brokerage MD James Vinci explains the challenges of this business to Saskia Scholtes

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 ... Dominic Pegler, head of fixed-income strategy for Europe at Barclays Global Investors in London, explains how a bond is priced

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