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Credit Risk

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  1. Bloomberg and UBS clash over Sef aggregation

    Tensions between the two firms first became public in June this year, when Paul Hamill, head of execution services at UBS in New York told Risk.net that Bloomberg had configured its platform so "it is still not possible for a client to choose the...

  2. Buy side attacks Isda early termination protocol

    In other words, a derivatives user would not be able to terminate its contracts with a non-defaulting dealer if the counterparty's parent company or credit support provider enters bankruptcy - this means market participants are not losing...

  3. Smart beta indexes gain currency with Asian investors

    Charles Firth, Credit Suisse, pictured at Asia Risk Congress 2014 Charles Firth, Hong Kong-based head of equity derivative structuring Asia at Credit Suisse, says these high-profile failures have negatively impacted demand across all asset classes.

  4. 'Unnecessary' Irish SME lending constraints hit hedge funds

    Those hedge funds most suited to plug the gap in SME lending – such as distressed credit funds and global multi-strategy funds with the infrastructure to originate loans – would be unable to meet the Irish regulator's requirements.

  5. Asia Risk Congress 2014 – photogallery

    Charles Firth, head of equities derivatives structuring Asia-Pacific at Credit Suisse, led a panel looking at innovation in equity derivatives – an area which has been fertile ground for new ideas in the past 18 months but which has suffered from...

  6. Moody's sees $14.5bn FX fines for top banks

    Credit ratings agency Moody's has estimated some of the largest banks in the foreign exchange market will end up paying regulators a total of $14.5 billion in fines for alleged misconduct around FX benchmarks.

  7. Poor liquidity stalls long-dated Thai derivatives market

    There is now a gap developing in the market where many of the international and regional banks may have the product expertise but they cannot afford to take on the credit risk of Thai clients," says Ellen Ryan, SCB's head of market and operational...

  8. SunGard taps videogames to boost risk technology

    The product, dubbed Adaptiv Analytics, can conduct highly complex calculations such as scenario-based risk, sensitivity analysis and credit valuation adjustment (CVA) at near-real-time speeds, and is said to be able to process up to 100 million...

  9. Netting problems will restrict pension funds, FCMs warn

    Even if the fund has credible ratings, and the manager has a big relationship with the bank, our credit risk team still takes a conservative approach in terms of what limits they will extend. Lawyers’ reluctance to grant netting opinions is hiking...

  10. BAML increases inflation market share

    The risk the investor would have is purely the corporate credit risk. The benefit for investors is yield enhancement through credit diversification. The Belgian investor got the credit exposure to the building and its pension fund got exposure to...

  11. Stoxx leads the way with value-focused smart-beta service

    The relatively conservative Strong Balance Sheet Indices family uses the Altman-Z score - a test of credit strength - for each stock in the Euro Stoxx benchmark to pick those with the strongest balance sheet that may be undervalued.

  12. Strategic solutions play into Credit Suisse's strengths

    Risk appetite has come back in Europe, leading us to develop new structures and investment ideas," says Walter Cegarra, a managing director at Credit Suisse in London. While many banks focused on plain vanilla flow, amid a wide-held belief that...