Credit markets
Credit derivatives – looking forward in a time of change
Sponsored video: MarketAxess
Hedge funds eye actively managed synthetic CDOs
Active deals seen as “the next step” after last year’s revival of static CDOs
Lifetime achievement award: Andrew Feldstein
Risk Awards 2015: BlueMountain founder is at the centre of a changing market
Sef of the year: MarketAxess
Innovative approach finds best CDS prices often come from the buy side
Credit derivatives house of the year: Citi
Risk Awards 2015: Strategic decisions made after the crisis paid off in 2014
Citi buys $250bn Deutsche Bank single-name CDS portfolio
Nearly 2.5% of single-name CDS market changed hands in trade last September
EU banks' exposure to Greece below €5bn
Exposure to Greece's sovereign debt is "immaterial", says report
Bafin blocked Deutsche Bank correlation exit, funds claim
EU stress tests showed €34.5 billion notional legacy book
Markit venture is first casualty of US swap flop
Clearing credit hub closes, with Markit citing disappointing Sef volumes
Goldman Sachs bought $24 billion CDS portfolio from UBS
UBS in Australia sold off CDS portfolio in fixed income scale-back
CDS de-correlation a threat to CVA hedging, traders warn
Fears relationship between credit indexes and constituents becoming more tenuous
How to hedge CVA without being hurt
A new product could smoothe the gap between capital and accounting rules
Cutting Edge intro: maths versus machine
Banks can use maths - rather than special chips - to boost computing speed
Scotland secession: would UK CDSs be affected?
Analysts split on crucial questions for CDS protection holders
Scotland secession unlikely to split UK CDSs, analysts say
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
S&P court loss in Australia unlikely to spark rival claims
Standard & Poor's found to owe duty of care with CDO ratings
Isda asked to consider "potential" Argentina CDS event
Kicillof comments mean contracts can be extended, law firm argues
Why CDOs work
Collateralised debt obligations have largely gone under the radar since the 2007 financial meltdown, when their market collapsed. Nearly every attempt at explaining the cause of their failure pointed towards flawed assumptions in pricing models and…
FCM models for CDS portfolio margin "varied widely"
Finra says year-long approval process revealed "notable outliers"
Credit derivatives house of the year: Credit Suisse
Credit derivatives house of the year: Credit Suisse
SEC extends interim CDS portfolio margin rule
Buy-side firms angry about continuing margin disparity and uncertainty
Cutting Edge introduction: pricing the CVA doom loop
Pricing the CVA doom loop
Capital relief accounts for 70% of some CDS spreads, quants say
New research sheds light on implications of product's role as regulatory capital hedge
After three months, Ice CDS index future has less than 70 open contracts
Launched with a fanfare earlier this year, trading in Ice’s new credit index future has since stalled. Critics say it is dead, but its backers argue it is too soon to write the contract off. Peter Madigan reports