Credit markets
Anatomy of a merger
Dealer profile
Who owns a credit rating?
Comment
Banc of America Securities
profile
Victim of its own success?
basis trading
Low implied volatility hampers activity
New Angles
Push for the podium Click here to view results
Inter-dealer rankings 2004
Seduced by CDOs
Cover Story
Banco Santander seals its first managed synthetic CDO
Spain-based Banco Santander Central Hispano has completed its first managed synthetic credit default swap portolio transaction in the European market.
New rules for a new era
The UK's new rules designed to implement a risk-based regime for regulating the insurance industry are due to come into place at the end of the year. John Ferry talks to the Financial Services Authority about what this means in practice for insurance…
Europe's insurers get used to a stricter regime
Regulators are increasingly bearing down on insurers as the market looks to establish better risk management practices. With the Solvency II proposals being drafted, what are insurance companies doing to make sure they can comply with the stricter…
Electronic CDS trading to remain insignificant until 2006, says Celent
Credit default swaps (CDSs) will not be traded electronically to a significant degree until at least early 2006, according to a report.
Looking to the east
Weather risk
Sponsor's article > Basel II: time for action
Despite some lingering issues, the main points of contention around the revised Basel II capital Accord have been resolved, and implementation seems more certain than it has for several years. David Rowe argues it is time to stop hoping it will go away…
A measure of survival
Credit derivatives
Synthetic structures: no longer a fantasy
Credit guide: sponsored foreword
The building blocks of credit derivatives
Credit guide: building blocks
Collateralised debt obligations
Credit guide: CDOs
The price of default correlation
Credit guide: pricing
Exploring correlation risk
Credit guide: basket default swaps
Absorbing credit risk
Credit guide: conclusion
A transparent market
Credit guide: transparency
The emergence of credit derivatives
Credit guide: introduction
Re-securitising CDOs
Credit guide: CDOs of ABS