Credit markets
Creating CDO tranches
Credit guide: risk allocation
Managed CDOs versus static CDOs
Credit guide: CDO management
Editor’s letter
Credit guide: editor’s letter
The next generation
Credit guide: future of CDOs
FSA opens up to industry
Regulatory Update
Banks look to boost first-to-default baskets
New Angles
What credit needs
Comment
Basel II: time for action
Risk analysis
New products, new buyers
Equity derivatives
New CDO adds variety to linker market
New Angles
Cracking the correlation conundrum
Cover Story
The drivers of risk
Strategies
The art of allocation
Alternative investment
Basel II: the market reacts
Regulation
The top stories from RiskNews
RiskNews
Recovery swaps hit Europe
New Angles
Dow Jones iTraxx CDS indexes launched for Asia, Australia and Japan
A new series of Asian credit default swaps (CDS) indexes have been launched today in Asia, Australia and Japan, combining the dealers behind the Dow Jones Trac-x, iBoxx and CJ 50 indexes under a single index umbrella.
VAR: ready to explode?
The SEC plans to force US securities firms to tighten up their value-at-risk reporting. Its decision comes as VAR at the world’s leading financial services firms soared an average 25.8% last year. Who are the biggest risk-takers, and are risk managers…
Moody’s warns investors on digital CDS ‘moral hazard’
Moody’s Investors Service today warned investors to be wary of potential ‘moral hazard’ associated with the proliferation of digital credit default swaps (CDS).
A capital solution
Securitisation appears to offer clear regulatory capital benefits to owners of life insurance companies. Will other European banks follow Barclays' lead?
Only a Drill
On a clear day in May, financial firms simulated a worst-case scenario for an industry trying to prepare for the next 9/11.
Pemex gains $1.25bn credit facility
Mexican oil company Pemex yesterday set up a credit facility of $1.25 billion, arranged by four firms, including French bank BNP Paribas.
The liquidity makers
Technology
Sponsor's Article > Managing Capital in Financial Institutions
Capital is key to any financial institution. Companies in other industries need capital to buy property and production equipment. For financial institutions, the primary function of capital is to cover unexpected credit and market risks losses, because…