Sovereign risk
Emerging market corporate bonds as first-to-default baskets
Modified Merton model offers insights on EM corporate debt
Credit data: ‘dirty diesel’ woes weigh on autoparts firms
Auto supplier default risks have jumped, as environmental concerns hit prospects for diesel vehicles, says David Carruthers of Credit Benchmark
Tranche warfare: uphill struggle for euro safe bonds
Junior tranche and regulatory impasse are key challenges for pan-eurozone sovereign bond-backed securities
Credit data: reasons to like Europe and G-Sibs
Bank estimates offer alternative view on probability of default risk
Monthly credit data review: energy sector firing on all cylinders
Bank-sourced credit data shows rising confidence about oil and gas firms
Monthly credit data review: the Amazon effect and a rising Russian state
David Carruthers of Credit Benchmark looks at bank, sovereign and corporate credit risk data
Doom loop reloaded: CRR II goes soft on sovereign debt
EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage
Treating sovereign bonds as risk-free ‘courageous’ – Parente
UFR update needed for credibility; too early to change risk margin, Eiopa director tells conference
Doomed loop: Europe gets creative on sovereign bond risks
Political and prudential risks in huge bond-holdings force experts to consider new ideas
Sovereign risk manager of the year: SHCP
Mexico hedged against the oil price collapse while diversifying its debt investor base
Q&A: Visco of Bank of Italy on bank reforms and supervision
Splitting off prop trading would ‘complement’ EU resolution regime
Why Europe’s QE resembles a CDS trade
Minenna of Italy's market regulator warns of serious unintended consequences
Risk manager of the year (sovereign): Mexico’s Ministry of Finance and Public Credit
Oil hedging stabilises Mexican state finances amid price crash
Why insurance regulators are split on sovereign risk
North-south divide as some say Eiopa approach is wrong
A paradigm shift on sovereign risk
Opinions changing on capital treatment of government bonds
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Risk Annual Summit: Banking union set for mid-2014, says ECB
National supervisors made “gigantic mistakes”, says ECB's financial stability head
Wrong-way risk, credit and funding
Wrong-way risk, credit and funding
Experts question shift in Mexico oil hedging strategy
Use of put spreads in oil hedging programme leaves Mexico dangerously exposed to low oil prices if global economy sinks
US large exposures rule could stop banks trading with RBS
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
MSCI and Barclays partner to launch ESG fixed-income indexes
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
Risk Espana rankings 2012
Light at the end of the tunnel