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Enterprise-wide risk management: Knitting together bank risks
Thanks to recent events, bank risk managers are placing more emphasis on integrating counterparty and credit risk into other portions of their enterprise-wide risk management systems.
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
Traders see interest in short-dated protection for insurers
Credit derivatives traders said interest in short-dated protection on European insurers was active this week. But the cost of protection in the normally more liquid five-year credit default swap markets for European financial institutions remained…
Japanese default swap spreads tight despite bearish equity market
Convertible arbitrage funds and other investors seeking premium continued to maintain tight Japanese credit default swap spreads, despite continued weakness in the country's benchmark Nikkei 225 stock index, which dropped near its 19-year low of 8,303,…
Hong Kong’s PCI sees opportunities in US, Europe synthetic CDOs
Hong Kong-based PCI Investment Management, which recently closed a $500 million Asian managed synthetic collateralised debt obligation (CDO), is in no hurry to market another synthetic CDO, but managing director Herman Fung reckons that there could be…
Cadbury’s acquisition causes its credit protection to rise
The cost of credit protection for Cadbury Schweppes widened nearly 20 basis points in trading yesterday. The British confectioner was downgraded following the announcement of its decision to buy Adams, the chewing-gum maker, from US pharmaceutical…
JP Morgan Chase and UOB Asset Management close $1.7 billion synthetic CDO
US bank JP Morgan Chase said today it has closed United Global Investment Grade CDO II, the largest synthetic collateralised debt obligation (CDO) managed by an Asian fund manager - Singapore-based UOB Asset Management. It is the second United Global…
Spreads widen on Munich Re, Aegon, BA Systems and Fiat
Credit default swap spreads widened this week on Munich Re, Aegon, BAE systems and Fiat. But traders said trading was thin and there was very limited movement in other credit spreads in the European market.