Risk magazine
PDIG appoints new chairman
The London-based Property Derivatives Interest Group (PDIG) has appointed Nick Scarles as its new chairman.
French finance ministry releases SG post mortem
The French finance ministry called for better risk management and oversight at Société Générale (SG), and heavier fines for non-compliant banks, in a preliminary report issued today.
Lack of legal action over Mifid so far
Despite last year’s warnings from regulators saying they would punish financial institutions who had not complied with the Markets in Financial Instruments Directive (Mifid) in time for the November 1 deadline, no European Union member states or UK-based…
Fitch sees rise in Asian securitisation in 2008
Fitch Ratings expects overall issuance in the non-Japan Asian cross-border securitisation market to rise after pricing conditions stablise in 2008 and following stagnant growth in 2007, the agency said in a report issued on February 4.
Bullish on bullion
Gold
One-way fear
ABX Index
Finding a niche
Energy and Commodity Rankings 2008: Energy
Indexes emerge
Emissions Trading
Step up to the bar
Energy and Commodity Rankings 2008: Metals
Rating knock-outs
Constant proportion debt obligations
Rising from the ashes
Collateralised loan obligations
Credit risk modelling
Sponsored Statement
Basel II backlash
Credit Risk
A return to simplicity
Structured products
Probleme mit der Kontingenz
Deal-Contingent Swaps
Offshore insecurity
Securitisation
Das Undenkbare
Kommentar
Experte für Strukturierte Anlageprodukte auf Europa-Kurs
Unicredit Markets & Investment Banking
Kalibrierung der Laufzeitstrukturen der Ausfallwahrscheinlichkeiten
Der Neueste Stand: Kreditrisiko
Auf den VaR kommt es an
VaR-Umfrage
The determinants of corporate credit spreads
Credit default swaps (CDSs) are an integral tool used for the management of credit risk by financial institutions. Despite their importance, good models for the determination of CDS spreads, also called corporate credit spreads, are not readily available…