Credit risk
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…
Measuring the value of clearing
Central clearing houses offer major advantages to the electricity trading industry, says UK Power Exchange’s Paul Danielsen. He sets out a practical example to demonstrate how UK power firms can benefit from clearing
Credit in context
Systems
Capital structure arbitrageurs build a following
Trading strategies
The new breed
Introduction
Portfolios: prevalent but problematic
Introduction
Cracking correlation
Credit default swaps
Dashed hopes
CFOs
Structurally sound
Profile
The right tools
Portfolio selection
Trying to model reality
Credit Risk
Post-delivery problems
Credit Risk
Standing out from the crowd
Credit Risk
A clear answer to credit problems
Credit Risk