Credit risk
The credit implosion
Introduction
The credit risk time bomb
Insurers
Realigning exposures
CDO restructuring
PFE: ahead of its time
Modelling
Reinventing the market
Cashflow CDOs
CDS: the quest for neutral pricing data
Price data services
The hire ground
Recruitment
The credit risk time bomb
Insurers remain very keen to both guarantee and invest in credit derivatives products, but key regulators are about to release reports indicating that risk transfer between the insurance and banking sectors might not be such a good idea.
Global credit risk management: a business necessity
Sponsor's statement
Synthetic portfolio credit products: coping with credit event risk
Sponsor's statement
Keeping an eye on the long-term
Brett Humphreys discusses the problems with standard credit risk limits and proposes limits that may work better
Tools for the trade
Credit Risk
Finding a solution to the credit problem
Credit Risk
Proper procedures
Credit Risk
Heeding the warning signs
Credit Risk
A whole new ball game
Credit Risk
Demystifying credit risk
Credit Risk
Higher or lower?
Credit Risk
Avoiding over-exposure
Credit Risk
Changes afoot at rating agencies
Basel II
New evidence of IRB volatility
Default modelling
Accentuate the positive
Introduction
Robeco’s synthetic age
Case study
Credit derivatives platforms turn to structured products
Electronic trading