Credit markets
On risky ground
Retail products
Adding complexity
CDOs of CDOs
A one-way market
South Korea
DBS and Mizuho to sell syndicated CDO
New angles
Looking for momentum
Securitisation
Mark up the scorecard
TECHNICAL FOCUS
Technology briefs
TECHNOLOGY
The future of ETRM
New frontiers
Peter Abramenko
cover story
No Nera for Fitch
credit rating
New vision for equities at Merrill
New Angles
How to survive a mortgage meltdown
Cover Story
Job moves
People
Mind the gap
Credit Risk
Australia's credit market booming
New angles
A shortage of buyers
Comment
Compressing Asian spreads
CDS market
The ultimate stress-test: modelling the next liquidity crisis
What would happen if one of the world's largest investment banks pulled out of derivatives? Risk managers at Deutsche Bank and JP Morgan Chase are already building this scenario into their stress-tests, and regulators want other banks to do the same.
Sponsor's article > When is best practice good enough?
A dramatic change in banking regulation has been the move from prescriptive procedures towards 'best practice' risk management. Disagreements about how quickly the new approach can be applied to credit risk is central to arguments about revising Basel II.
OCBC and Deutsche offer $1 billion synthetic CDO
Singapore's Oversea-Chinese Banking Corporation (OCBC) and Deutsche Bank have launched a managed synthetic investment-grade collateralised debt obligation (CDO) transaction worth $1 billion. 'OCBC global investment grade CDO 1' went on sale this week.