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Gone but not forgotten
10 years ago
ACA Capital’s spectacular collapse heralded the demise of the monoline business and scattered its employees into jobs right across the credit space -
Making a case for pre-funded bonds
11 years ago
They may not be commonly issued but collateralised coupon bonds should be more attractive to investors than zero coupon bonds -
Credit pays – in the long run
12 years ago
Bac Van Luu and Peiyi Yu crunch data going back to 1926 to figure out whether long term investors, such as pension funds, benefit from being overweight credit -
Modelling default distributions
12 years ago
Joe Pimbley looks at the use of models by Gauss and Vasicek in the analysis of distributions of default, and at how a combination of the two can add further detail to the picture they give -
Plotting the grim reaper’s path
13 years ago
Events such as the October 1987 crash show us that the credit market isn’t random. Actually, it’s all or nothing: business as usual or sudden death -
New products for new markets
18 years ago
New products for new markets
6 results found Showing page 1 of 1
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