NatWest Group

Agencies rethink market risk rating methods

The three largest global rating agencies are reconsidering their approach to rating structures exposed to fluctuations in market value, with potentially unpalatable results for holders and arrangers of various structured credit products.

Silvotti joins RBS

Royal Bank of Scotland (RBS) has hired Roberto Silvotti as joint head of exotic credit derivatives to work alongside Vincent Dahinden.

RBS hires European ABS & CDO sales head

Steven Hulett has been appointed to the new position of European head of debt markets asset-backed security and collateralised debt obligation sales at Royal Bank of Scotland.

Sidenius joins JP Morgan credit modelling team

Jakob Sidenius has joined JP Morgan Chase in London as senior vice-president in credit quantitative research. Sidenius, who has written a number of technical papers on the pricing of collaterised debt obligations (See: All your hedges in one basket ),…

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