Credit markets
Derivatives Sizing up the market
credit derivatives
ArturoCifuentes
q & a
CDS spreads hit lows
news
Fannie under fire from Ofheo
New Angles
Devaney
profile
Looking out for LBOs
leveraged buyouts
Derivatives change the high-yield fabric
Cover Story
The top stories from RiskNews
Feature
Job moves
People
The credit derivatives hook
Hedge funds
Avoiding the gas work
Ferc is exploring whether gas storage inventory details should be posted on adaily basis. How will this affect the development of the embryonic natural gasstorage swaps market? Paul Lyon reports
Basel II revised default correlation values reflect industry experience, says Fitch
Basel II revised credit card default correlation values will be crucial guidelines to credit portfolio analysis under the IRB approach, says Fitch Ratings, a rating agency based in New York.
The poet of risk regulation
Jaime Caruana has been seeking harmony in his role as chairman of the Basel Committee on Banking Supervision. Now that the final text of the new Basel Accord has finally been released, Caruana can comment on the work he has done – and give his views on…
In the core of correlation
The single-factor Gaussian copula model has become a benchmark for the pricing and risk management of basket credit derivatives and synthetic CDO tranches. However, recent months have seen the development of a market for tranched synthetic indexes,…
Structured products and volatility trends
Corporate statement: Barclays Capital
Duke Street: a CDO success story
Profile
CDOs come of age
CDOs
CDOs: New buyers, new trends
Sponsor's statement
Citigroup marries business and technology
Credit risk systems
Derivatives Sizing up the market
credit derivatives
Editor’s letter
opinion
