Credit markets
The ABC of ORMs
Creating an effective operational risk management (ORM) framework is essential for the institution looking to stay afloat in today’s volatile op risk environment. Gene Álvarez provides an in-depth analysis of how such a framework can be put in place
A bid for power
Rankings 2005
Layers of intrigue
Rankings 2005
The Risk Awards 2005
Risk’s sixth annual awards highlight the institutions and individuals that have surpassed expectations in highly challenging and competitive markets, as well as recognising the achievements of a broader range of end-users of derivatives.
Estimating default correlations using a reduced-form model
Robert Jarrow and Donald van Deventer show how to estimate default event correlations using a reduced-form model with historical default data.
Investors wise up to structured products
collateralised debt
High-five for credit
market review
Record-breaker
high yield
Introducing CCOs
product launch
Editor’s letter
opinion
Insurance sub debt A sound policy
credit of the month
Protected in principal
structured credit
Hall of FAME
hall of fame
BNPP restructures fixed income
people news
Markit launches credit portal
credit tech
In The City
opinion
The Latin quarter
Latin America
The Raw Deal
opinion
Sponsor's article > Counterparty risk – the next generation
Discussions continue on allowing the use of simulation-based estimation methods for counterparty credit exposure under Basel II. In the meantime, however, industry practice has continued to advance. David Rowe argues we should at least move regulatory…
Sponsor's article > Counterparty risk – the next generation
Discussions continue on allowing the use of simulation-based estimation methods for counterparty credit exposure under Basel II. In the meantime, however, industry practice has continued to advance. David Rowe argues we should at least move regulatory…
Giving them the hard sell
Special report: Pension funds
Floaters buoyedby demand
floating-rate notes
CDOs The growth of structured credit
cdo market
The impact of the dollar dive
foreign exchange