Credit markets
Old hand grabs top spot
Interdealer Survey 2006
Out of the box
Data
Big players make up ground
Interdealer Survey 2006
In at the deep end
Taiwan CBOs
JP Morgan conquista il primo posto
Rankings 2006
Der indirekte Blick aus dem Sattel
Der Neueste Stand. Kreditportfoliorisiken
Quando il poco stroppia
Value-at-Risk
Kernschmelze bei Kreditmodellen
Kreditmodellierung
The saddlepoint method and portfolio optionalities
Richard Martin describes the application of saddlepoint methods to the calculation of tranche payouts and expected shortfall in loss distributions. Aside from computational use in their own right, the resulting formulas motivate a forthcoming discussion…
A risky climate
Climate change
Time of life
Longevity risk
Credit concerns
Editor's letter
Strength in numbers
Asia Risk conference
Dura auction breaks new ground
The bankruptcy of yet another US auto parts manufacturer, Dura Operating Corp, has led to another first for the settlement of credit derivatives trades.
Credit market front-running needs tackling, says Broadman
Front-running in the credit derivatives markets needs to be tackled, said Bart Broadman, founder and head of Singapore-based hedge fund Alphadyne Asset Management. Speaking at the second annual Asia Risk conference in Hong Kong on Monday November 20, he…