Credit risk
Puzzled by succession
Event risk
Primus Financial: the risk repository
Primus Financial occupies a unique place in the credit derivatives market by writing CDS protection – and then holding the swaps to maturity
Credit risk
Introduction
Lightening up
Structured investment vehicles
Problems & Solutions: Financially Motivated Model Performance Measures
There are many interesting issues surrounding credit risk that are of both practical and academic interest. The Problems and Solutions section aims to engage readers in active discussion and debate of such issues. Readers are encouraged to post questions…
Time for multi-period capital models
Several financial institutions use single-period models to determine their credit portfolio loss distribution, calculate their loss volatility and assign economic capital. Here, Kevin Thompson, Alistair McLeod, Panayiotis Teklos and Shobhit Gupta…
The keys to CDS success
Electronic trading
Outsourcing alternatives
Collateral management
A fresh look at credit default swaps
Corporates
The evolution of Freddie Mac
Mortgages
Introduction
Introduction
Sponsor's article > SunGard Launches New Version of BancWare ALM Incorporating Credit Risk Analysis into Asset/Liability Management
SunGard today announced the availability of version 5.6.2 of BancWare Asset Liability Management (ALM). The new version incorporates credit risk simulation into ALM, providing the ability to model, analyze and manage the credit risk associated with…
Problems & Solutions
There are many interesting issues surrounding credit risk that are of both practical and academic interest. The Problems and Solutions section aims to engage readers in active discussion and debate of such issues. Readers are encouraged to post questions…
Dealing with volatility
Dealing with volatility
De-leveraging credit risk
Leverage
A marked difference
Credit opinions
Nerves of steel
Credit opinions