Credit markets
Die Rettungsaktion
Bankenkrise
Tails of the unexpected
Credit Models
Das Kontrahentenrisiko und CCDSs unter Korrelation
Der Neueste Stand - Hybrid-Risiko
Catching a cold
Liquidity Risk
A matter of trust
CDO Ratings
CDPCs unter Druck
CDPCs
Nordic wonders
Nordic Risk Rankings 2008
Bucking the trend
Special Report: Equity derivatives
On thin ice
Counterparty risk
A Sharpe Learning curve
Special Report: Investor profile
Rating revised
Credit ratings
Changing of the guard
Special Report: South Korea
Carrying on
Foreign exchange
Regulatory reprieve
Special Report: Synthetic credit
A trick of the credit tail
Leveraged super-senior (LSS) trades represent a mechanism for packaging senior credit risk. Many LSS structures have been issued to date and yet there seems to be no formal pricing approach. In this article, Jon Gregory discusses the valuation of LSS…
A creditable target?
Operations
The creative hedge
Portfolio Insurance
Economic capital ideas
Class Notes
Clearing the way ahead
The major credit derivatives dealers, along with the Clearing Corporation, are working to develop a central clearing house for over-the-counter credit derivatives trades. How will this initiative work, and are there are any rival schemes in the pipeline?…