Credit risk
Severity of default is key
CDO guide: recovery rates
Diverse and sophisticated
CDO guide: product innovation
Understanding the product
CDO guide: market information
The synthetic solution
CDO guide: cashflow versus synthethic CDOs
Structuring by seniority
CDO guide: tranching
Propping up the profits
proprietary trading
Covenants: crisis of confidence
loan origination
A natural standard 1
Commodities trading
The top stories from RiskNews
RiskNews
Trac-x, iBoxx merge North America and emerging market indexes
Credit default swaps (CDS) indexes Dow Jones Trac-x and iBoxx are set to merge their North America and emerging markets indexes, the parties involved said late yesterday. The new indexes are to be called Dow Jones CDX Indices.
Cutting capital
Across the banking spectrum, new technology is being used to help financial institutions reduce their capital requirements, writes Clive Davidson.
S&P launches loss estimation tool
Standard & Poor's Risk Solutions has launched LossStats Model – a tool for the estimation of loss-given default (LGD).
S&P launches loss estimation tool
Standard & Poor's Risk Solutions has launched LossStats Model – a tool for the estimation of loss-given default (LGD).
Cross-market valuation
This article takes the guesswork out of what credit margin to use when valuing credit-risky derivatives, and also sheds light on how relative value trading and capital structure arbitrage may be analysed quantitatively.
Mixed signals
Global credit
The correlation conundrum
Credit Defaults
The year of the bear
Bond outlook
Frost’s farewell
Profile
Go further
Introduction
Exchanges look to futures
Credit indexes
Tools of the trade
Synthetic CDOs
Rating equity
Equity default swaps
