Credit derivatives
Isda changes Japan credit derivatives documentation
Japan’s credit derivatives dealers have opted to drop ‘obligation acceleration’ and ‘repudiation/moratorium’ from the list of credit events for standard credit default swap transactions, bringing Japan in line with the European and US credit derivatives…
Credit Agricole Indosuez boosts credit derivatives team in Asia
Credit Agricole Indosuez has hired Medes Ma as credit trading manager in its credit derivatives team in Hong Kong, according to Loïc Fery, head of credit derivatives Asia.
Credit Markets Update: Spreads narrow as outlook turns positive
US Federal Reserve Chairman Alan Greenspan’s testimony before Congress today indicated that the Fed does not plan to raise interest rates any time soon and this, along with signs that the US economy is strengthening, caused spreads in the credit…
Equity to credit pricing
Default models
Getting the pricing right
Credit risk
Getting the pricing right
Credit risk
HJM with multiples
Term structure of credit