Credit risk

• Structured products

Local opportunities

Emerging markets

• 01 Nov 2006

• Credit risk

CDOs reunited

Hybrid CDOs

• 01 Nov 2006

• Credit markets

Credit Risk

Introduction

• 01 Nov 2006

• Original research

Measuring sectoral diversification in an asymptotic multifactor framework

• 26 Oct 2006

• Original research

Systematic and idiosyncratic risk in syndicated loan portfolios

• 26 Oct 2006

• Original research

A simple multifactor "factor adjustment" for the treatment of credit capital diversification

• 26 Oct 2006

• Original research

Credit risk concentrations under stress

• 26 Oct 2006

• Original research

Basel requirements of downturn loss given default: modeling and estimating probability of default and loss given default correlations

• 08 Aug 2006

• Original research

Financially motivated model performance measures

• 08 Aug 2006

• Original research

The Lévy Libor model with default risk

• 08 Aug 2006

• Original research

On the relationship between credit rating announcements and credit default swap spreads for European reference entities

• 08 Aug 2006

• Credit risk

Collateral damage

European CLO Market

• 01 Aug 2006

• Structured products

Introduction

Credit risk

• 01 Aug 2006

• Credit risk

Leveraging demand

Leveraged loan CDS

• 01 Aug 2006

• Structured products

Cementing relationships

Profile

• 01 Aug 2006

• Structured products

Appetite for equity

Japan

• 01 Aug 2006

• Original research

Credit default swaps with counterparty risk: a calibrated Markov model

• 18 May 2006

• Original research

Incorporating equity derivatives into the CreditGrades model

• 18 May 2006

• Original research

Private firm default probabilities via statistical learning theory and utility maximization

• 18 May 2006

• Original research

Credit and basket default swaps

• 18 May 2006

• Credit markets

Catalysing liquidity

Profile

• 01 May 2006

• Credit risk

Bumped along by Basel II

Credit Portfolio Management

• 01 May 2006

• Structured products

Puzzled by succession

Event risk

• 01 May 2006

• Credit markets

Primus Financial: the risk repository

Primus Financial occupies a unique place in the credit derivatives market by writing CDS protection – and then holding the swaps to maturity

• 01 May 2006