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9 results found Showing page 1 of 1

  • We can cope with downgrades again

    Having overcome one loan downgrade wave in 2020, the CLO market is now facing another. But this time CLOs are defensively positioned, and managers have a chance to adjust portfolios

    1 year ago

  • Rolling the dice on Turkey and Italy
    Gambling specialists with operations around the Mediterranean are facing political risks and currency falls – but there are opportunities to hit the jackpot if investors play their cards right

    5 years ago

  • Investing ethically is worth it
    Managers could see less volatile returns as a result of their increasing adoption of ESG-friendly portfolios; meanwhile direct lending is spreading across Europe

    6 years ago

  • Tweaking Archimedes to find tail risk
    Natalia Puzanova describes a new way of constructing hierarchical Archimedean copulas which ensures that sampling is straightforward and that tail risk is not underestimated

    11 years ago

  • Network overload
    Intense competition among communications network makers is creating tough trading conditions and could push one of the largest out of business.

    12 years ago

  • DVA should only go one way
    Antonio Castagna looks at how debt value adjustment is related to credit value adjustment and at what the results imply for bank balance sheets

    12 years ago

  • CLO volumes soar in 2011 as spreads tumble
    The return of the CLO market has been good news for Morgan Stanley more than any other player in the market as it grabbed more than a third of all the deals done

    12 years ago

  • Citi tops CSO volume list
    Volumes may be well below their peak of early 2007, but banks continue to compete hard for business in bespoke CSOs and index tranches

    13 years ago

  • Special report: Single-tranche trades drive soaring synthetic volumes
    Special report: Single-tranche trades drive soaring synthetic volumes

    21 years ago

9 results found Showing page 1 of 1

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