CDS market size hits $34.5 trillion, says Isda

Trading of interest rate derivatives grew steadily at 14% from about $250 trillion to $285.7 trillion in notional outstanding during the second half of 2006. For the year as a whole, it grew 34%, which was the same rate as 2005.

Notional outstanding of the equity derivatives market grew by 12% during the second half of 2006. The market size rose from $6.4 trillion on June 30, 2006 to $7.2 trillion on December 31, 2006. The annual growth rate fell from five percentage points from 34% in 2005 to 29

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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