Credit risk
Eurozone peripheral CDSs keep tightening
CDS spreads on eurozone peripheral sovereigns continued their downward trend today
European government borrowing to 9.2% decline in 2011, says Fitch
A new report from Fitch Ratings suggests Europe's public finances are on the mend, reducing pressure to borrow in 2011
CDS spreads continue to fall across eurozone periphery
The cost of swaps protecting against a state default of eurozone peripheral states continued to decline today.
Risk perceptions of Allied Irish Bank rise over weekend
Credit default swaps on the troubled Irish bank widen by four percentage points
CDSs on eurozone periphery fall for third day
In the wake of Portugal’s successful bond auction of almost €1.25 billion yesterday, credit default swaps (CDSs) on eurozone sovereigns continue to trade down
US-Europe decoupling a theme for 2011, says BNP Paribas credit research head
Weakness in Europe's banks will cause the region's credit markets to lag the US in the coming months, according to BNP Paribas' global head of credit research and strategy, Robert McAdie.
Eurozone unlikely to break up, says Zurich chief economist
The chief economist of Zurich Financial Services believes there is the political will necessary to protect the eurozone over the long term
Eurozone faces “intractable” problems, says BarCap economist
Eurozone faces stunning economic and financial challenges, says Julian Callow, chief European economist at Barclays Capital.
New highs for CDS spreads on Ireland and Belgium
The cost of insuring against Irish and Belgian state defaults reaches unprecedented levels
Corporate bonds - safer than sovereigns?
The new safe haven
Brussels sets the stage for senior debt haircuts
Internal markets directorate publishes consultation paper calling for senior bondholder haircuts in resolution regimes; analysts worry move could further disrupt funding for troubled banks
SNB rejects Irish debt as collateral
Swiss National Bank excludes Irish sovereign debt and that of some Irish banks from list of collateral eligible for open market operations
Bank of Ireland CDSs rise sharply
The cost of insuring against a default by the Bank of Ireland rose today, as the Swiss central bank stopped accepting the bonds of Irish banks as collateral
CDS on Portugal rise on Moody’s warning
Threat to A1 credit rating of the Portuguese government raises cost of credit default swaps.
Name concentration correction
Credit Risk
China embraces credit derivatives
China’s first steps
Irish bail-out fails to quell bank worries
The cost of insuring against a default of Ireland's major banks went up today, despite yesterday's aid package agreed by parliament.
Eurozone periphery sees CDS fall
Debt protection costs fall in peripheral Eurozone nations, but continue to rise in Germany.
CDS spreads on Germany approach six-month high
Risk perception of German debt continued a week-long rise, on fears of the country's exposure to fellow eurozone members with weaker finances.
Irish CDSs widen on Fitch downgrade
The cost of insuring against an Irish government default rose today as Fitch lowered its Ireland rating to BBB+
The limitations of using correlation in default prediction
Market analysis: Correlation and default
CDSs on euro peripherals widen over weekend
CDSs on Ireland, Portugal, Italy, Hungary and Spain increased over the weekend, while the cost of protection against Greek default fell.
Peripheral CDSs fall on ECB liquidity promise
The cost of insuring against a default of peripheral European states continued to fall today, after peaking at record highs on Tuesday.
StanChart sheds Asia credit risk via $1.25bn securitisation
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk related primarily to loans extended to counterparties in…