Analysis
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
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A regulated new year
Regulators are widely expected to increase their oversight of the financial sector in the coming year, with derivatives likely to come under particular scrutiny. In the latest in the current series of Class Notes articles, Charles Smithson and Steve…
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Data by Credit Suisse
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
CS indicative market data
Data by Credit Suisse
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Hammer time
The approval by the US Congress of a $700 billion rescue package in October has paved the way for the US Treasury to purchase illiquid assets from banks' balance sheets. The question is: how will these assets be valued? In this month's Class Notes…
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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... Michael Thompson of Standard & Poor's looks at factors influencing the credit crisis
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Quanto sicuri sono i rating?
Basilea 2
The profits of carry
Carry trade
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Data by Credit Suisse
CS indicative market data
Data by Credit Suisse
Valuing hard-to-value assets
In this Class Notes article, Charles Smithson considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes…
All under control
Jeff Roth and Wally Musegades outline how it is possible to reduce exposure through active control management, and for the op risk function to make a positive contribution to business results
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Data by Credit Suisse
Naked to the extreme
Extreme Events
Market snapshot
Market Analysis
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Data by Credit Suisse
Market snapshot
Market Analysis
Gedanken zum ökonomischen Kapital
Class Notes
Economic capital ideas
Class Notes