Credit risk
PPF urged not to ignore CDS in risk assessment
Isda is concerned the PPF will ignore the protection offered to pension funds by CDS
GFI group - The 'dequity' house
Debt and equity arbitrage is a hot topic at the moment and inter-dealer broker GFI believes it has established a head start in this area by merging its debt and equity brokerage and data businesses. Saskia Scholtes talked to three senior executives from…
Prime time
Prime brokerage
New index taps into ABSs
New angles
RiskNews
RiskNews
The call of the Ocean
Profile
Kamakura expands CDS information service
Kamakura has added credit default swap (CDS) correlations for 16,000 CDS to its online credit information service.
PPF should not ignore CDSs, Isda says
The UK Pension Protection Fund (PPF) should recognise credit default swaps (CDSs) when assessing the risk attached to pension funds' investments, the International Swaps and Derivatives Association argued today.
ABX index to launch next week
The ABX asset-backed security index will launch next week as an easier way for investors to take positions in default risk on US residential mortgages, according to its developers, Markit and CDS IndexCo.
Financing the oligarchs
Corporate finance
A case for convergence?
Bank capital
Australia - High yield boosts growth
A landmark deal from Tabcorp in 2004 marked the emergence of the high-yield bond market in Australia, while the rebalancing of the UBS Composite Bond Index to include lower-rated credits is also fuelling growth, writes Alan McNee in this month's regional…
Isda docs to spur CDS of ABS growth
S&P reckons standardisation of Isda documentation will attract investors
iTraxx and RBS launch sterling CDS index
The 75-name index is made up of the most liquid sterling bond issuers
Asian hedge funds move into credit
Hedge funds in Asia
The contingent connection
Credit risk
Dealing with default
Credit Derivatives
Credit portfolio management group of the year DEUTSCHE BANK
Risk Awards 2006
The CRO road
In just over two months all US-based hedge funds with more than 15 investors and/or $25 million under management will have their own dedicated chief compliance officer.
Time for multi-period capital models
Several financial institutions use single-period models to determine their credit portfolio loss distribution, calculate their loss volatility and assign economic capital.
New CDS for ABS document to spur demand, says S&P
Analysts are predicting that revisions to the International Swaps and Derivatives Association's documentation templates for credit default swap (CDS) options referenced to asset-backed securities (ABS) could spark a several billion dollar fillip in…
The evolution of Asian CDOs
Structured credit