Credit markets
Credit Risk
Introduction
Signina applies the cutting edge
Profiles
The distributor
Q&A
CPPI retooled
Funds
Defence in diversity
Profile
Ripe for investors?
Cover story
CPDOs: the real driver of the credit rally?
New Angles
CDSs on CDOs
Isda documentation
Less is more
Hedge Fund Replication
FSA cautions higher correlation may increase risk
Increasing correlation across asset classes and geographies has heightened the risk of a rapid widening of spreads and a decline in some asset classes, according to the UK’s Financial Services Authority (FSA).
Credit market complacency
The structured credit market has come under the scrutiny of regulators fearful that a credit downturn will bring significant systemic risk to the global financial markets. Participants in the credit derivatives market are, for the most part, nonplussed…
The evolution will be analysed
Structured Products
Moody's: Basel II fuelling growth in collateralised debt
Basel II was key driver behind over €100 billion of collateralised debt issuance in EMEA.
FSA urges firms to improve stress testing
FSA's FRO 2007 warns of a greater impact of event risk if stress tests not improved.
Leveraged loan CLOs greatest source of risk in 2007
Leveraged loan collateralised loan obligations (CLOs) will pose the greatest risk in 2007, according to a gathering of investors and arrangers at a Moody’s conference in London yesterday.