Credit markets

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

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…

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