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8 results found Showing page 1 of 1
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In search of a grand unifying theory
10 years ago
Tomasz Bielecki, Areski Cousin, Stéphane Crépey and Alexander Herbertsson describe the construction of a model that aims to make credit correlation work bottom-up and top-down -
Spotlight on retail: Penney dreadful
11 years ago
JC Penney’s catastrophic trading strategy is proving a case study in subordination risk for bond investors -
Taking account of ratings migrations
12 years ago
Vivien Brunel describes a way to model credit prices without having to rely on narrow historical data about ratings, and looks at its use in a calculation of incremental risk charge -
Active CLO traders uncovered
14 years ago
Data from CLO Master reveals just how wide the gap is between some actively trading funds and their passive competitors -
Casinos see their long-running lucky streak come to an end
15 years ago
Casinos see their long-running lucky streak come to an end -
Ready and Raring to go
16 years ago
The credit downturn has left the reputations of some investment managers worse for wear. But Schroders has been preparing for the opportunity that spread widening brings. -
The great asset feast of 2006 - cash CDO league tables
17 years ago
Cash CDO volumes more than doubled in 2006 with issuance up across almost every category -
End view: Axa eyes the mass market
20 years ago
End view: Axa eyes the mass market
8 results found Showing page 1 of 1
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