Credit risk
Hitting the spot
CDOs
A new target
Retail CDOs
Credit risk
Introduction
Estimating default correlations using a reduced-form model
Robert Jarrow and Donald van Deventer show how to estimate default event correlations using a reduced-form model with historical default data.
Problems & Solutions: Probabilities of Default
There are many interesting issues surrounding credit risk that are of both practical and academic interest. The Problems and Solutions section aims to engage readers in active discussion and debate of such issues. Readers are encouraged to post questions…
From Basel II to Basel III
Portfolio risk
Reducing long-term forex transaction risk under volume uncertainty
Coporate hedging
Credit risk
Introduction
Forex appeal
Foreign exchange
German banks get to grips with a new lending reality
Loan pricing systems
Duke Street: a CDO success story
Profile
CDOs come of age
CDOs
CDOs: New buyers, new trends
Sponsor's statement
Citigroup marries business and technology
Credit risk systems
Simulating the credit risk of asset-backed securities
Sponsor's statement
Tech vendors on a roll
Technology survey