European Union (EU)

Questioning collateral

European financial markets have been turned upside down by the sovereign debt crisis, with eurozone government bonds no longer regarded as completely risk-free. As a result, dealers are more wary of the correlation inherent in collateral denominated in…

Risk roulette on eurozone scenarios

The European Union and International Monetary Fund agreed a €750 billion emergency loan package in early May, aimed at averting a sovereign default and wider crisis across the eurozone. Nonetheless, banks have been preparing for the worst, stress testing…

Self-referencing CDS risk?

Ballooning credit default swap spreads on European sovereigns have encouraged some market participants to sell credit protection on their own country. But how much is this protection really worth, and could this selling contribute to systemic risk? Mark…

Third countries dominate AIFM negotiations

The question of how to deal with funds and managers based outside the European Union (EU) is proving the main dividing point in negotiations over the alternative investment fund managers (AIFM) directive.

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