Credit risk
A developing asset class?
Emerging market CDOs
Credit risk
Introduction
RMA introduces new credit risk certification
The Risk Management Association (RMA) has developed a credit risk certification that will recognise the expertise of American and Canadian credit risk analysts.
The Monte Carlo mindset
Technology
Has insurance credit risk transfer been overplayed?
Credit guarantees
Credit risk
Introduction
The implications of implied correlation
Relative value
Pricing potholes
Valuation
Mixed signals
Global credit
The correlation conundrum
Credit Defaults
Go further
Introduction
Throwing a curve at correlation
Sponsor's statement
Open for business
Introduction
How good is your information?
Credit investment
Sensible and efficient capital allocation for credit portfolios
Cutting edge: Capital allocation
Atlantic arbitrage
New issues
Pricing collateralised lending risk
Borrower risk and collateral risk can easily be modelled together, with surprising results, argues Benedict Roth
Caruana lambasts lack of credit risk disclosure at banks
Few banks disclose much about their credit risk models, the types of credit risk mitigation techniques they employ, or even the external or internal ratings assigned to their credit exposures, according to Jaime Caruana, chairman of the Basel Committee…
