Credit adaptation

Credit insurance

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Reinsurance and insurance companies are not only involved in the credit derivatives market as investors through synthetic collateralised debt obligations (see Credit, March 2002), but they are also an ever-growing presence in the market in their own right. The predominant mechanism used to date for moving risk from the capital to the insurance markets and vice versa is the insurance transformer.

However as more and more insurance companies discover transformers, the pioneers of this business

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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