Skip to main content

Credit risk

The final countdown

The Basel Committee's most recent quantitative impact study shows a wider variation in capital among participating banks than many had been expecting. But Gerhard Hofmann, Germany's representative on the Basel Committee, reckons Germany's banks are well…

Basel Committee clarifies 'Downturn LGDs'

The Basel Committee has issued clarification relating to the quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations, as requested by banks and national bank supervisors. The LGD Working Group, established in…

Eurex to launch CDS index product

Eurex has licensed International Index Company's European iTraxx indexes in preparation for the launch of an exchange-traded contract based on the European credit default swap (CDS) index before the end of the year.

European ABS: Will it end in tiers?

As part of a special focus on asset-backed securities, we take a look at the European ABS market. After a prolonged period of spread compression, credit tiering may be making a return to the market, as Alan McNee reports

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here