The corporate bond market continued to feel heavy last week as credit spreads leaked wider in the investment-grade market and were crushed in the high-yield market. The new issue market remained ...
On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...
LONDON, Jan 11 (Reuters) - As global corporate debt defaults are forecast to lead to hundreds of billions of dollars of losses in credit derivatives in 2008, analysts see the potential for billions in ...
The first central counterparty clearinghouse for credit default swaps (CDS) began operating on March 9, the same day that perceptions of default risk among the largest derivatives market makers in the ...
On January 12, FHFA released an advisory bulletin communicating supervisory expectations for Fannie Mae and Freddie Mac (the Enterprises) related to the valuation of mortgage servicing rights (MSRs) ...
ZURICH, July 9 (Reuters) - Credit Suisse CSGN.S has carved out a new role to tackle the risks it takes in lending to investment banking clients and in other customer relationships sensitive to market ...
A once-niche corner of the credit default swap (CDS) market seems to be going mainstream. At least 10 banks are said to be trading so-called fourth-trigger CDSs, which allow them to offload unwanted ...
This article was written by Hugo Rodriguez Bautista, Global Product Manager, Risk and Investment Analytics and Bradley Foster, Global Head of Content (Enterprise) at Bloomberg. COVID-19 has introduced ...
Option pricing and risk management constitute fundamental areas in modern financial theory and practice. Their interdisciplinary nature bridges advanced mathematical modelling, statistical analysis, ...
ZURICH, July 9 (Reuters) - Credit Suisse (CSGN.S), opens new tab has carved out a new role to tackle the risks it takes in lending to investment banking clients and in other customer relationships ...