Credit derivatives
Auditors: the extra line of defence
If CDS skew spikes, some banks may be thankful for conservative accountants
Building credit: China's CDS market faces headwinds
Regulatory fragmentation threatens take-up of planned new credit instruments
Banks shun internal models in CVA impact study
Accounting exposures win out as banks seek to align capital with front-office practice
Wrong-way risk done right
Jacky Lee and Luca Capriotti present an arbitrage-free valuation method for counterparty exposure of credit derivates portfolios.
FCMs try to ‘off-board’ credit and commodity funds
Fee hikes are being used to drive out clients that hog capital
Credit derivatives – looking forward in a time of change
Sponsored video: MarketAxess
Lifetime achievement award: Andrew Feldstein
Risk Awards 2015: BlueMountain founder is at the centre of a changing market
Hedge fund of the year: Napier Park Global Capital
Risk Awards 2015: Credit fund profited from October meltdown
Credit derivatives house of the year: Citi
Risk Awards 2015: Strategic decisions made after the crisis paid off in 2014
Markit venture is first casualty of US swap flop
Clearing credit hub closes, with Markit citing disappointing Sef volumes
Goldman Sachs bought $24 billion CDS portfolio from UBS
UBS in Australia sold off CDS portfolio in fixed income scale-back
Credit derivatives house of the year: Credit Suisse
Credit derivatives house of the year: Credit Suisse
Napier Park exploiting Volcker opportunities
Hedge fund Houdinis
Credit Derivatives House of the Year – BNP Paribas
Asia Risk awards 2013 winner: BNP Paribas – Credit Derivatives House of the Year
Pricing CDSs’ capital relief
Pricing CDSs’ capital relief
CDSs, CVA and DVA – a structural approach
CDSs, CVA and DVA – a structural approach
SEC slammed for CDS cross-margin hurdle
CDS users face collateral hike because SEC rule means clearing members are not yet able to offer CDS cross-margining to their clients – but there are hopes of a last-minute exemption
Zombie firms are first Dodd-Frank major swap participants
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
Credit Derivatives House of the Year – Standard Chartered
Asia Risk Awards 2012 winner: Standard Chartered – Credit Derivatives House of the Year
Isda AGM: Euro crisis drives up collateral, finds survey
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
Sovereign CDS market needs to learn lessons from Greece, dealers say
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited