Credit risk
Talking point - Structured finance CDO downgrades
In October one rating agency downgraded over $10 billion in US structured finance CDOs. Against a backdrop of further negative rating actions, Credit sought reaction from market participants
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Gavan Nolan, credit analyst at Markit Group in London, looks at credit indices
Gridlock in CDS confirmations
As if banks haven't got enough to worry about, new data from Markit Group shows that the amount of unconfirmed credit derivatives trades has increased sharply, to levels not seen for around two years. Simon Boughey reports
Sopravvivere alla tempesta
Risk Italia Rankings 2007
La crisi di liquidità dei SIV
Finanza strutturata
Wide of the mark?
Prime broking
Safe from subprime?
Australian credit
Financial shell games
Opinion
China's great leap forward
Documentation
Scorched credit
Cover Story
CCDS unchained?
In October, David Rowe argued that contingent credit default swaps offered only limited potential for active counterparty credit risk management. The convergence of several factors could change that
Basel II backlash
Credit Risk
Back to basics
Collateralised debt obligation (CDO) arrangers were ambushed in August by the most dramatic shifts in credit markets since 2005, while many investors have shied away from complex products. Where does this leave the future of the CDO market? Mark Pengelly…
S&P to launch three CDS indexes
Standard & Poor’s will launch three US-based credit default swap (CDS) indexes in the first quarter of 2008.
CDO shakeout puts spotlight on managers
Unsettled structured credit markets are causing investors to become more scrupulous in their collateralised debt obligation (CDO) manager choices, according to market participants.
Swiss Re admits $1.07 billion loss on two portfolio CDSs
Zurich-based reinsurer Swiss Re has admitted a loss of SFr1.2 billion ($1.07 billion) caused by a fall in the market value of two credit default swaps (CDSs) referenced to a trading portfolio containing US subprime mortgages.
Upended by downgrades
Collateralised commodity obligations