Credit markets
John Addeo
Make the most of high-yield liquidity: it won't last for ever, says the portfolio manager at MFS Investment Management in Boston. Interview by Dalia Fahmy
India publishes credit derivatives guidelines
New guidelines from the Indian central bank are intended to kick-start development of the credit derivatives market in the region. But are the restrictions too limiting to be of any use?
Repricing the loan market
The advent of loan CDS trading has highlighted a huge differential between yields on cash and derivatives in this asset class. Laurence Neville asks whether loan CDS will force a major repricing of the cash loan market
Pimco's emerging markets team
Defending gains
Loan CDS index shrugs off delays to register $11 billion trading on day one
After resolving documentation issues, the LCDX index of loan credit default swaps finally launched in the US to overwhelming demand
A reluctant embrace
Pensions
SPA newswire
North America
Forward thinking in Benelux
Roundtable
Taking the long view
Cover story
Dunkle Schatten
Kontrahentenrisiko
Limiti di crescita
Immobili commerciali
Investire nel bene
Profilo
A caccia di soluzioni
Cartolarizzazioni
Reaping rewards
Basel II
CDO managers under scrutiny
Collateralised debt obligation
Expected shortfall - una coda in due parti
APPROFONDIMENTI. RISCHIO DEL PORTAFOGLIO CREDITI
Modelling CDO tranches with dependent loss given default
Guido Giese presents an analytic methodology for pricing collateralised debt obligations tranches including stochastic and dependent loss given default