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Credit markets

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 ... Erwan Curien, head of the quantitative team at technology vendor Sophis, explains how credit default swaptions work

Deutsche's £30m CDO hole

The German bank's missing millions result in the dismissal of a trader and highlight industry-wide CDO pricing problem

GFI group - The 'dequity' house

Debt and equity arbitrage is a hot topic at the moment and inter-dealer broker GFI believes it has established a head start in this area by merging its debt and equity brokerage and data businesses. Saskia Scholtes talked to three senior executives from…

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