Analysis
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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 ..
Market snapshot
Market Analysis
Giro di vite sulla corporate governance
Corporate governance
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Market snapshot
Market Analysis
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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
Valuing CDOs of ABSs
Charles Smithson and Neil Pearson discuss the valuation of collateralised debt obligations (CDOs). Following on from their December 2007 article, which focused on CDOs referenced to corporate credits, the authors turn their attention to CDOs of asset…
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Market snapshot
Market Analysis
Economic capital ideas
Class notes
Credit tails
Model Risk
Currency correlations
The US dollar has undergone a 40% decline against theeuro over the past seven years. At the same time, crude oilprices have risen over 350%, and were up 57% in 2007. Theimpact of currency on the world energy markets, and whetherthere is cause or effect…
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A unifying approach
Economic capital
Market snapshot
Market Analysis
Economic capital ideas
Class Notes
Credit tails
Model Risk
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Market snapshot
Market Analysis
Idee di capitale economico
Class Notes
Valuing tranches of synthetic CDOs
In the second of this series of Class Notes articles, Charles Smithson and Neil Pearson consider the thorny issue of collateralised debt obligation (CDO) valuation. In the first of a two-part article (the second will be published in February 2008), they…
CS indicative market data
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