Credit risk
Jon Schotz
Q&A
WInner: Eurocredit Opportunities I
Primary focus
PPF to refine levy
News
Putting energy into credit
Energy derivatives
RiskNews
RiskNews
Spain near to finalising CDS rules
New angles
New frontier for synthetics
Leveraged loans
Home equity loan CDS surges
New angles
ABN Amro offers record €22bn securitisation to ease balance sheet
ABN Amro has launched a €22 billion securitisation, made up of mortgage-backed notes and credit default swaps (CDS).
A Cleaner Act for Credit Derivatives
As credit volumes have increased, firms must grapple with price transparency and operational risk.
Sponsor's article > Expected Positive Exposure: Achieving Basel II Compliance Strategically
Enhancements to Algo Capital provide robust and realistic EPE values for counterparties across the trading book, while taking into account complex forms of credit mitigation.
Leading the pack
Nordic banks are well ahead with their Basel II programmes compared with their international peers. But there are concerns about home regulator rules and advanced credit risk data requirements. Laurence Neville reports
Mixed signals for derivatives
New solvency regulations in Sweden will force life insurers and occupational pension funds to mark their liabilities to market and stress test their positions under a new 'traffic light' regime. While the final result is unclear, the new rules look set…
Prime brokers - the real winners of hedge fund industry growth?
service provision: prime broking
Leading the pack
Basel II
Mixed signals for derivatives
Solvency reform
Credit news
News: Credit news
Leverage lift-off for new CDOs
Structured credit
Jim Toffey
Profile