Credit markets
DrKW broadens its horizons
Tech news
Sector roundup
Sectors
The new breed
Introduction
Trac-x expands into Australia
New angles
News in brief
New angles
Inflation trading comes of age
Interest rates
Staking a claim
market trends
Recounting credit risk
credit default swaps
Technology briefs
Systems
It’s all Greeks to me
Trends
The retail quandary
Comment
Market strong for Asian CDOs
New angles
DBS Bank offers CLNs to Hong Kong retail investors
Singapore’s DBS Bank has begun offering credit-linked notes (CLNs) to Hong Kong retail investors.
Risk transparency without position transparency
When high-profile blow-ups hit the headlines, calls for greater transparency come to the fore. By Peter Davies, vice-chairman, RiskMetrics Group
The dilemmas of risk disclosure
Barry Schachter discovers that the path towards a workable structure for hedge fund quantitative risk disclosure is very narrow. Bad news for the post-LTCM lobbyists
JP Morgan Chase and Morgan Stanley launch Trac-x Australia
JP Morgan Chase and Morgan Stanley launched the Trac-x Australia index today, the latest addition to the Trac-x global suite of credit default swap indexes created by both firms.
Analysing counterparty risk
In an attempt to improve on existing regulatory approaches to derivatives counterparty creditrisk, Eduardo Canabarro, Evan Picoult and Tom Wilde present a new method based on expectedpositive exposure (EPE).
Sponsor's article > Reason for hope
One disappointing aspect of the Basel II deliberations has been the lack of any proposed change in the treatment of counterparty credit exposures. David Rowe argues that recent dialogue between the Basel Committee and industry representatives offers hope…
Regulator outlines AMA issues for US banks
In a late-July speech at a Risk Waters Group forum on the US's advance notice of proposed rulemaking, the Federal Reserve's Kirk Odegard described how the US would be implementing the advanced measurement approach for op risk, and outlined regulators'…
Barclays links up with Mark-it
Barclays Capital has signed up to provide global historical and current credit derivatives data to Mark-it Partners, a UK credit data company. In return, the bank will have access to Mark-it’s credit price services, including daily mark-to-market data…
Basel paper outlines way forward for op risk insurers
The Basel Committee on Banking Supervision released a paper in August outlining what the insurance industry must do to design op risk transfer products, including insurance and capital markets products.