Credit markets
Hedge funds: The bargain hunters
There are rich pickings to be had amongst the ruins of the summer's ravaged credit markets: hedge funds that survived the crisis are now putting together funds to invest in the wide availability of cheap securities. Nikki Marmery meets the executives at…
Deal of the month
Royal Bank of Scotland
Deal of the month
Schneider Electric
Deal of the month
TGI international
The Big Interview: Andrew Feltus
The man who controls Pioneer Investment Management's $11 billion high-yield bond portfolio tells Dalia Fahmy how he plans to make money in 2008
Talking point - The end of the acronym?
Will investor appetite for complex financial products be restored, or are we returning to a more traditional marketplace? Credit asked five market participants for their views
Heating up
Structured products
For whom cat risk tolls
Reinsurance derivatives
Swiss variations
Conference Report
Verkehrte Welt
Verbriefung
Ratingagenturen unter Beschuss
Ratingagenturen
Die Subprime-Pest
Europäische Subprimes
Ein Jahr der Extreme
Deutsches Risk Rankings 2007
Gamma process dynamic modelling of credit
The existing generation of credit derivatives models is unsatisfactory because they generally contain arbitrage, cannot describe the dynamics of the process, and are hard to extend beyond vanilla products. Martin Baxter has created a new tractable family…
Not stressed enough
Stress testing
Breaking point?
Cover story
Overrated regulation
Risk management
The risk of one
Fund derivatives
$30bn capital hole hits Citi stock price as credit chiefs fired
Shares in Citi have plunged after analysts announced a stock downgrade that suggests assets may need to be sold and dividends cut to make up for a $30 billion hole in the bank’s short-term capitalisation.