Credit markets
Q&A: David Pagliaro & Peter Jones
Two S&P executives explain how the rating agency's ABSXchange platform for structured products and the VSS valuations service benefit investors in today's unpredictable markets
Software Survey 2009
Software Survey 2009
Lean machines
Technology
Hedge of darkness
Cover Story
Riding the storm
The Structured Product
Common currency
Markets
Death by CDO
Synthetic credit
A model approach
Technology
Being two-faced over counterparty credit risk
A recent trend in quantifying counterparty credit risk for over-the-counter derivatives has involved taking into account the bilateral nature of the risk so that an institution would consider their counterparty risk to be reduced in line with their own…
Credit solution
Many companies have used hedge accounting rules for interest rate hedges, but hedge accounting for credit risk is much less common. Dirk Schubert argues hedge accounting for this type of risk can be applied, and proposes a possible solution
US agriculture committee plans to ban naked CDSs
Daily news headlines
CDS: Mizuho tightens to 95bp as market slips wider
Credit default swaps 5-year mid-levels for structured products issuers (Thursday January 29)
Shorting still weak after UK ban ends
There has been little evidence of increased short selling activity on UK financial stocks since the Financial Services Authority (FSA) lifted its ban on the practice on January 16.
Mixed morning in CDS market
Market sentiment was varied in European trading this morning across industry sectors, including financials.
Derivatives trades rise on falling rouble
Forex derivatives volumes have soared in Russia as investors react to the plunging value of the rouble.
CDS: US banks tighten again
Credit default swaps 5-year senior mid-levels for structured products issuers (Wednesday January 28)
US agriculture committee plans to ban naked CDSs
The US House of Representatives Committee on Agriculture has published a draft bill seeking to limit the holding of credit default swap (CDS) contracts to market participants owning the bonds of the reference entity in question.
CDSs widen on European auto industry
The cost of credit protection on European auto manufacturers rose in early European trading today, reversing gains made yesterday, while Japanese corporates continued to suffer.
CDS: European banks regain favour
Credit default swaps 5-year senior mid-levels for structured products issuers (Tuesday January 27)