Credit markets

Single-tranche synthetics drive CDO volumes

Collateral debt obligation issuance was up 24% in the first six months of 2003 despite the credit derivatives market’s unusually tight spreads due to a flood of bespoke single-tranche synthetics, according to CDO analysts at Lehman Brothers.

All in Accord

South Africa's banks are taking Basel II seriously. Clive Davidson discovers what they are doing to prepare for its implementation, and how they are meeting the many challenges of the new capital accord.

Standard & Poor's enters portfolio risk modelling

Standard & Poor's (S&P) Risk Solutions has launched a portfolio risk tracker model. The model covers both credit and market risk, which should allow banks to calculate their economic capital and perform risk assessments across the full range of risks…

Energy firms turn to credit derivatives market

More energy companies are likely to start purchasing credit derivatives as a way of mitigating counterparty credit risk, analysts said at a conference in New York this week. This is partly because spreads on single-name credit default swaps (CDS) of…

Bear Stearns adds CDO evaluator to Pacre

Bear Stearns has added a high-yield collateralised debt obligation (CDO) pricing model to its price-adjusted credit risk evaluator (Pacre) product. The model is designed to calculate credit-adjusted spreads on individual CDO tranches.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here