Opinion/Risk management

The stress-testing trident

While stress testing is a much discussed topic, an accepted definition of best practice remains elusive. David Rowe proposes a three-pronged approach

A gathering storm?

US default rates for high-yield bonds have remained surprisingly low over the past three years. Some argue this indicates that the world has changed, but we have heard this story before, argues David Rowe

Talkingpoint - 2007 outlook

Change is in the air for 2007. A deterioration in credit quality and concomitant rise in default rates may presage a tough year. We asked five leading market participants for their outlook

Back to basics

We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... In the second of a two-part series on credit derivatives, Saul Doctor, analyst at JPMorgan in London, discusses next-level CDS

A state of equilibrium

Flows in the tranche market have balanced out - at least for now. Our US columnist StreetCred wonders whether valuation discrepancies may soon upset the applecart

Prescription vs. principles

Over the past decade, the shift of supervisory practice from prescription towards a principles-based approach has been dramatic. This was a valuable and necessary change, but it has also greatly complicated retaining qualified supervisory staff, argues…

Operational risk at a crossroads

Just where is operational risk going? This is the question that, in one form or another, seems to be dropping from the lips of most executives in the field these days. People are clearly worried.

From VAR to stress testing

Implementation of enterprise-wide VAR models in the 1990s was an important risk management advance, but it's time to rethink some fundamental aspects of how they were designed, argues David Rowe

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