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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 -
Credit market snapshot: wider as this time it isn't different
12 years ago
General market optimism last week following the eurozone debt deal reached by EU dealers appears to have evaporated quickly -
Credit market snapshot: senior financials lead widening
12 years ago
Credit widened for most of yesterday, before a short squeeze at the end of the day in the US left that market slightly tighter on the day -
Tanker credits sunk by oversupply
12 years ago
The worst should be over for tanker companies but exuberant ordering of new vessels prior to 2009 and high leverage mean that most are still struggling -
Sequel to Tricadia CDO liquidation draws in high bids
13 years ago
The second and final part of Tricadia 2005-03’s liquidation occupied another busy day of secondary CDO market trading yesterday -
Money keeps flowing into US credit mutual funds
13 years ago
Last week saw continued strong inflows into US credit mutual funds, according to AMG/Lipper -
CLOs trade in CDO-squared liquidation
14 years ago
All bonds apparently traded from this week’s big CDO-squared liquidation, structured credit traders say -
Dealers settle Idearc CDS and LCDS auctions
15 years ago
Dealers took part in an auction to settle credit derivative trades referencing Idearc yesterday. -
M-real default risk priced in, says BNP
15 years ago
M-real's five-year credit default swap, which currently trades uprfront at around 60 points, reflects market sentiment that there is more than 85% chance that it will default by December 2010, says BNP Paribas. -
Moody's shifts to negative outlook on most CDO classes
15 years ago
Moody’s has shifted its outlook on corporate synthetic CDOs globally to "negative" from "stable/negative”, along with CLOs in the US and EMEA -
Alcoa's poor earnings takes some wind out of IG's sails
16 years ago
IG takes a hit from index component Alcoa. -
MGIC reports a Q4 loss and charge on C-Bass
16 years ago
MGIC says it has enough capital to meet claim obligations. -
Assured Guaranty announces full year results
16 years ago
Assured Guaranty announces full year results -
MGIC reports loss due to subprime hit on C-Bass
16 years ago
MGIC reports loss due to subprime hit on C-Bass -
European daily summary 071004
16 years ago
European daily summary 071004 -
Carlyle completes permacap IPO, reports Reuters
16 years ago
Carlyle completes permacap IPO, reports Reuters
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