Credit risk news and analysis articles - Risk.net

Credit risk

The curious incident of the disputed CDO

Cover Story

01 Jul 2005

Credit risk

Spitzer probe threatens MBIA bond guarantees

Regulatory scrutiny of accounting practices at MBIA has put pressure on the monoline insurer’s triple-A rating, undermining its guarantees. Hardeep Dhillon reports

22 Jun 2005

Credit markets

Isda expands CDS template range

The International Swaps and Derivatives Association has published another template for credit default swaps (CDS) on asset-backed securities (ABS), this time permitting pay-as-you-go settlement.

22 Jun 2005

Structured products

CDS on ABS set for growth as documentation and sentiment improves

Asset-backed security (ABS) derivatives look set to gain increased popularity, firstly following the release of a template for ABS credit default swap (CDS) trading by the International Swaps and Derivatives Association, and second due to various bankers…

14 Jun 2005

Economics

US economic data helps drive derivatives volumes – BIS

Stronger economic indicators in the US have pushed the derivatives markets into heightened activity this year, according to the quarterly review of the Bank for International Settlements (BIS), published yesterday.

14 Jun 2005

Technology

Sponsor's article > At long last...

After more than a decade of active deployment at major institutions, simulation-based estimation of counterparty credit exposure is on track to become part of the Basel II regulatory capital regime.1 David Rowe notes, however, that its impact on…

10 Jun 2005

Commodities

Stateside summit

Adding to the success of Energy Risk Europe in March, last month’s Energy Risk USA conference raised some lively debate. ERM, credit risk and the problems facing quant analysts were among the hot topics. Oliver Holtaway reports