Credit markets
All your hedges in one basket
Leif Andersen, Jakob Sidenius and Susanta Basu present new techniques for single-tranche CDO sensitivity and hedge ratio calculations. Using factorisation of the copula correlation matrix, discretisation of the conditional loss distribution followed by a…
Going underground
Eurotunnel
Issuer of the month
News
Rhodia: a chemical hazard
Credit of the month
Fifa plays it safe
Football securitisation
Return of the loan market
Leveraged loans
Index infighting breaks out
News exclusive
Sector roundup
Sectors
Optional extras
credit options
Index infighting
indices
A sharper focus
cdo market
Diluting risk
portfolio management
The Latin quarter
argentina
Hedge clipping
hedge funds
Engle readies new correlation model
New Angles
Barra joins crowded market for Merton models
Credit Risk
When is best practice good enough?
Risk analysis
Betting on principal finance
Cover story
Moody’s hits out at combined cash and synthetic CDOs
Moody’s Investors Service has warned investors that the International Swaps and Derivatives Association legal documentation underpinning combined cash and synthetic collateralised debt obligations (CDOs) is far from perfect.
Moody's hits out at combined cash and synthetic CDOs
Moody's Investors Service has warned investors that the International Swaps and Derivatives Association legal documentation underpinning combined cash and synthetic collateralised debt obligations (CDOs) is far from perfect.