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Credit risk

Estimating credit contagion in a standard factor model

State-of-the-art credit risk portfolio models and the new Basel capital Accord consider only symmetric dependencies between borrowers in a portfolio, such as correlations. Recently, asymmetric dependencies have been introduced by Davis & Lo (2001), among…

Grahame Mcgirr & James Bagshawe

All the talk in the financial markets is about going back to basics. This drive towards simplicity and transparency is what underpins Islamic finance. Credit speaks to two senior executives from recently launched Shariah house Gatehouse Bank about a…

Cash bonds take a different track

As anyone on the financial markets rollercoaster will know, predicting the future path of your investments is next to impossible, particularly in the current economic climate. But a dislocation has appeared between the equity/CDS markets, which are…

Q&A: counterparty risk - Spot the differentiation

The credit quality of product issuers has become a prime concern following the downfall of US investment bank Bear Stearns. Sophia Morrell asks seven industry players - issuing banks, an index provider, a distributor, a risk analysis and pricing company…

Risk reallocation

The originate-and-distribute model offered a means for banks to offload credit risk from their balance sheets and distribute it to investors. But Andrew Haldane and Lewis Webber of the Bank of England argue this risk was often passed on to those least…

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