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Container shipping: Struggling to stay afloat
7 years ago
Debt and overcapacity mean container shippers must consolidate fast to avoid further wrecks -
Equipment rental: debt investors call for safety measures
7 years ago
Resistance is high to equipment renters that continue to splash out on capital spending -
Indian banks: Bond holders face bumpy ride
10 years ago
India's sickly state-owned banks – which are widely owned by international credit investors – could soon be downgraded to junk -
How to value a coco
10 years ago
Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu -
Call protection: investors lock up their loans
11 years ago
As bond investors have moved into the loan market, borrowers have had to offer them more bond-like features. But will call protection be eroded as demand for loans increases? -
Re-thinking recovery
12 years ago
Loss-given-default presents an even bigger modelling challenge than default probability. A re-sampling casts light on the best approach -
Calculating risk in real time
12 years ago
Luca Capriotti, Jacky Lee and Matthew Peacock describe a new technique that can hugely reduce the time taken to calculate credit risk in a Monte Carlo simulation
7 results found Showing page 1 of 1
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