Credit risk
Dealers to launch standardised loan CDS documentation
A group consisting of 15 major dealers has announced that a standardised confirmation and settlement rider for the North American loan credit default swap (CDS) market will be finalised imminently.
Sponsor’s article > Pan-European Credit Data Consortium Case Study: Credit Data Pooling by Banks for Banks
Institutions seeking to apply the internal ratings-based (IRB) approach under Basel II are required to provide accurate estimates of their credit risks. However, most banks do not have enough internal data on default and recovery to calculate reliable…
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Looking before you leap
analysis: algorithmic trading and it
Industry gets energised
Attracting some 300 delegates, this year's Energy Risk USA conference was by far the biggest and most successful it's been since the fall of Enron, writes Stella Farrington
Clearing the way for competition
Until recently, NOS was the only player offering clearing for freight derivatives. But with the arrival of new players, competition is set to intensify. Oliver Holtaway reports
How to avoid the high-yield blow-ups
With spreads at historic tights and default rates set to rise, high-yield investors are nervous. The advice from the experts is to pick your credits carefully, stay in short-dated paper and keep an eye on interest rates. Laurence Neville guides a path…
Women in credit
Credit magazine profiles 50 top-achievers working in the global credit markets today
Isda to include single-name trades in cash settlement
Following six successful credit event auctions, Isda extends the settlement process
Asian CDOs set to rise
No adverse effect on synthetic CDOs from the bankruptcy of Dana Corp
Building a market for credit options
Calls to improve efficiency in credit options trading are intensifying as the market continues to mature. Hardeep Dhillon looks at a recent initiative by Icap which brought together market participants to discuss dealers' proposals
Greenspan 'appalled' by credit derivatives processing failings
Former Fed chief hits out at sloppy CDS documentation procedures
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Convergence on credit
Insurance
Bumped along by Basel II
Credit portfolio management has become an integral part of many big banks' risk management. Smaller banks have lagged behind, but the planned introduction of Basel II next year could provide an incentive for more active management of their loan exposures…