Credit risk
Protected in principal
structured credit
Hall of FAME
hall of fame
Markit launches credit portal
credit tech
The Latin quarter
Latin America
Sponsor's article > Counterparty risk – the next generation
Discussions continue on allowing the use of simulation-based estimation methods for counterparty credit exposure under Basel II. In the meantime, however, industry practice has continued to advance. David Rowe argues we should at least move regulatory…
CDOs The growth of structured credit
cdo market
Sunil Hirani
q&a
Balancing currency and credit risk
Contingency swaps
German banks get to grips with a new lending reality
Removal of state guarantees and pressure from shareholders for better returns means German banks can no longer churn out uneconomically priced loans to clients. Now they are starting to introduce sophisticated loan pricing systems, writes Duncan Wood
From Basel II to Basel III
Financial institutions face major challenges in modelling credit portfolio risk, particularly in the field of CDOs. Walter Schulte-Herbrüggen and Gernot Becker argue that the main challenge will be in model testing, due to the increasingly customised…
Fixed income managers search for riches as standard products fall flat
SPECIALIST FIXED INCOME
Estimating default correlations using a reduced-form model
Credit risk : Cuttingedge
From Basel II to Basel III
Portfolio risk
High-yield CDS Building liquidity
credit default swap market
CDOs: the growth of structured credit
CDO market
Groundhog year
chart of the month
Janet Wynn
profile
German banks get to grips with a new lending reality
Loan pricing systems