Credit risk
German trade body publishes CDS to increase transparency
Deutscher Derivate Verband (DDV), the German derivative association, today began publishing credit spreads of certificate issuers in Germany on its website, alongside standard credit ratings. The DDV will now publish five-year credit default swaps (CDS)…
LCDX index roll postponed indefinitely
London-based data provider Markit is postponing the roll of its LCDX index of 100 North American loan credit default swaps (LCDSs) until negotiations for a new single-name US LCDS contract are finished.
CDS spreads on Icelandic banks hit new highs
The injection on Monday of €600 million from the Icelandic government to acquire 75% of Glitnir Bank has done nothing to ease fears over the bank’s future. Glitnir’s five-year credit default swap (CDS) spreads are now the highest of any European bank,…
CDS spreads widen despite bailout approval
Credit default swaps (CDSs) on a number of major dealers widened yesterday in spite of the US Senate vote on a revised $700 billion financial rescue plan.
The CPM challenge
Credit Portfolio Management
A Proactive approach
Portfolio reconciliation
Clearing a path to lower op risk
Counterparty risk
CDS processing - The challenges
Automation
Exclusive Interview: Jerry Del Missier
It's been a month that will go down as a seminal time in the history of the banking industry. Big investment banks have failed. Others have stepped in, sensing an unmissable opportunity to extend their franchise. Barclays Capital is one of them. Its…
Beware the Russian bear
The tables have turned on the Russian debt markets. After a splurge of corporate issuance in the last three years, the latter half of this year has proven a tough time for the country's financial markets. Falling oil prices, the Georgian conflict,…
All fall down
CDS Settlement
Lehman Brothers losses loom large
The collapse of Lehman Brothers has shocked investors in structured products. Previously immune to the financial crisis in the immediate markets that surround them, those that bought products from the defunct US investment bank are now contemplating…
Quanto sicuri sono i rating?
Basilea 2
Gathering confidence
Securitisation
Il futuro si va schiarendo
Stanza di compensazione
The South African credit derivatives market - where to from here?
Sponsored statement - Absa Capital
Un modello di Vasicek multistato con correlazione tra tassi di default e perdita
Approfondimenti - Rischio di credito