Credit markets
The blame game
Accounting
Colpiti e affondati
Derivati su azioni
Alla ricerca del colpevole
Problemi contabili
The South African credit derivatives market - where to from here?
Sponsored statement - Absa Capital
Margin risk management - redefining your hedge policy
Sponsored statement - Rand Merchant Bank
Il restyling dei rating
Rating di CDO
Building pillar 2
Regulatory capital
Estimating credit contagion in a standard-factor model
Cutting Edge - Credit Portfolio Risk
Flight to qualitative
Risk Management
Back to basis
Interest rates
Incremental concerns
Basel II
CDS spreads tighten as bailout is revised
The cost of protection on some of the world’s largest financial institutions fell yesterday as the US Senate agreed to vote on a revised version of the $700 billion financial rescue plan.
Isda prepares to settle CDSs on failed banks
The International Swaps and Derivatives Association (Isda) has launched its settlement protocol for credit default swaps (CDSs) based on the US government-backed mortgage institutions Fannie Mae and Freddie Mac.
Failure of $700bn bailout sparks equity slump
US equity markets have experienced their biggest one-day drop in history following the failure of the US Congress to pass legislation that would have empowered the Treasury department to buy up to $700 billion in mortgages and other assets from…
CDS spreads push out as bailout drags on
The cost of protection on some of the world’s largest dealers surged on Friday as uncertainty grew over the US government’s $700 billion plan to purchase devalued assets from financial institutions.
Bailout saga pushes CDS spreads ever wider
After another tumultuous 24 hours that saw talks stall on the US government’s $700 billion plan to purchase devalued assets from financial institutions and the forced closure of Washington Mutual, credit default swaps (CDSs) for major dealers continued…
Strain eases on interbank lending
After a turbulent week, pressure on the interbank lending markets eased today as further injections of liquidity were announced and talks on the US financial rescue package resumed.
Isda survey points to slowing credit derivatives market
The notional amount of outstanding credit derivatives dropped 12% to $54.6 trillion at the end of June 2008, from $62.2 trillion at the end of 2007, according to the mid-year market survey from the International Swaps and Derivatives Association (Isda).
Regulation of CDS market ‘will be counterproductive’
Daily news headlines
CDS spreads widen further following bailout delays
Credit default swap (CDS) spreads on financial institutions widened on September 23, as uncertainty grew over the US government’s plans to purchase $700 billion of devalued assets from financial institutions.
Cox calls for CDS controls
Christopher Cox, Chairman of the US Securities and Exchange Commission (SEC), has called for greater regulation of the credit default swaps (CDS) market.
Markets dip as bailout drags on
The financial markets have reacted negatively as the US government rescue plan for the financial sector makes slow progress through Congress.