Credit risk
Capital structure arbitrageurs build a following
Trading strategies
The new breed
Introduction
Portfolios: prevalent but problematic
Introduction
Cracking correlation
Credit default swaps
Dashed hopes
CFOs
Structurally sound
Profile
The right tools
Portfolio selection
Trying to model reality
Credit Risk
Post-delivery problems
Credit Risk
Standing out from the crowd
Credit Risk
A clear answer to credit problems
Credit Risk
Scaling the credit cliff
Credit Risk
Cross-border conundrums
Credit Risk
Insecurity and innovation
Introduction
How to spot a VaR cheat
Traders can use weaknesses in VaR measurement to make it appear that they are not taking any risks. Brett Humphreys exposes how easily this can be done
On the ball
Relegation risk
Worth the trouble?
Collateral managers
Bespoke panacea?
Substitution rights
Diversity scoring for market value CDOs
Cutting edge: Risk measurement
CDO market looks to a broader asset base
Collateral
Solutions or smokescreens?
Structural enhancements