Credit risk
The keys to CDS success
Electronic trading
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. Here, Kevin Thompson, Alistair McLeod, Panayiotis Teklos and Shobhit Gupta…
Tranche value on a yo-yo
Correlation trading
RiskNews
RiskNews
Recovery swaps trading on the rise
New angles
Weapons for mass construction
Supranationals
New auction to solve settlement woes
New angles
Risk's CreditRisk Summit 2005: Bottom-of-the-cycle LGD criticised
Speaking yesterday at Risk 's CreditRisk Summit USA, Bogie Ozdemir, a New York-based senior director in the risk solutions group at Standard and Poor’s, argued that Basel II’s suggested approach to defining loss-given-default (LGD) can lead to an overly…
Thomson launches online CDS market-place
US market operator Thomson TradeWeb has opened its TradeWeb CDS online credit default swap market-place for business, with eight dealers already members.
Sponsor's Event> Algo Capital and Credit Forum 2005
Basel II and today’s market landscape make it essential for financial institutions to manage risk and capital in a systematic and transparent manner across the enterprise.
Under Scrutiny - Regulators focus on credit
Well-publicised risk issues and a recent growth spurt have brought credit markets firmly under the scrutiny of global regulators. Nikki Marmery investigates whether the attention will prove to be a boon for attracting more investment - or a barrier to…
Filling the ratings void
Unlike bond investors, structured products investors lack the benefit of industry-standard risk ratings. But with investors, IFAs and distributors all demanding change, Germany's investment banking industry, analytic firms and ratings agencies across…
Major dealers issue joint letter to Fed on credit derivatives
The New York Federal Reserve meeting with 14 major dealers on September 15 appears to have succeeded in coercing the industry into taking more concerted action to tackle the mounting problems in credit derivatives confirmation backlogs. Following the…
Europe's managers find joy in their own distress
distressed debt
The keys to CDS success
Electronic trading
Outsourcing alternatives
Collateral management
A fresh look at credit default swaps
Corporates
Credit default swaps
Back to basics
Under Scrutiny - Regulators focus on credit
Regulation
Cashflow CDOs contain more CDS, says Fitch
The rating agency reckons around 30% of the collateral in recent CDOs is synthetic
Asia comes of age
Regional focus