Credit risk
Risk USA 2003: Loan managers increasingly rely on credit derivatives, says CIBC's Bennett
Stephen Bennett, global head of portfolio management at Canadian Imperial Bank of Commerce (CIBC), believes credit derivatives are playing an increasingly important role in the loan market, both as hedging instruments and by helping facilitate mark-to…
Lehman to launch credit default swap indexes
Lehman Brothers plans to launch a number of credit default swap indexes covering the US, Europe and Japanese credit default swaps (CDS) market by July.
Sweeping it under the carpet
German securitisation
Trying to model reality
Credit Risk
Standing out from the crowd
Credit Risk
Sector roundup
Sectors
A cautious embrace
Credit indexes
DBS launches synthetic CDO
New angles
A blend of assets
Credit/equity hybrids
Enhancing yields
Structured products
Merrill launches regional CDS
New angles
Struggling for returns
Hedge funds
What is the real value of restructuring?
New angles
The leading stories from RiskNews
RiskNews
Technology briefs
Technology
A clear approach to credit
Review
Basel II: Time to prepare
Basel Accord
Basel Committee publishes additional QIS3 results
The Basel Committee on Banking Supervision has published additional statistical data from the third quantitative impact study (QIS3), which was originally released on May 5.
Cross-border conundrums
Credit Risk
Principia and CreditTrade extend coverage to market
principia system Version 4.0 offers risk analysis techniques
Roundtable > Operational risk quantification: a discipline at a crossroads
Operational Risk magazine held its first European roundtable during Risk magazine's annual European congress, in Paris, on April 9.
QIS3 results released by Basel Committee
A paper outlining the results of the third quantitative impact study (QIS3) was released by the Basel Committee on Banking Supervision yesterday.