Credit risk
Islamic finance supplement - Chapter and verse
Derivatives
Bondholders turn up the heat in covenant battle
While 'covenant-lite' loans are grabbing headlines in the loan markets, issuers are being forced to add stronger covenant protection to get bonds away. Matthew Attwood reports
India publishes credit derivatives guidelines
New guidelines from the Indian central bank are intended to kick-start development of the credit derivatives market in the region. But are the restrictions too limiting to be of any use?
Repricing the loan market
The advent of loan CDS trading has highlighted a huge differential between yields on cash and derivatives in this asset class. Laurence Neville asks whether loan CDS will force a major repricing of the cash loan market
Pimco's emerging markets team
Defending gains
Loan CDS index shrugs off delays to register $11 billion trading on day one
After resolving documentation issues, the LCDX index of loan credit default swaps finally launched in the US to overwhelming demand
The breaking wave
Leveraged loans
Dunkle Schatten
Kontrahentenrisiko
Limiti di crescita
Immobili commerciali
Reaping rewards
Basel II
Expected shortfall - una coda in due parti
APPROFONDIMENTI. RISCHIO DEL PORTAFOGLIO CREDITI
In the shadows
Counterparty Credit Risk
Tranche warfare
Many investors have taken a negative view on US subprime mortgages over the past year through credit default swaps. But with the US Congress putting pressure on servicers to modify the terms of loans to help borrowers avoid default, those trades might…
Collateral crisis
Collateralised loan obligations
Markit estimates first-day volume of $11 billion on LCDX
The LCDX index of North American loan credit default swaps (LCDS) saw trades totalling over $11 billion notional during its debut on May 22, according to London-based data provider Markit.