|January 26th, 2012||Kamakura Releases Robert Jarrow Research Paper “Problems with Using Credit Default Swaps To Infer Default Probabilities”
Jarrow Paper Available at Kamakura Web Site
|October 18th, 2011||Moody's Analytics Launches Enhanced Probability of Default For Banks Dealing with Basel III
Moody’s Analytics Launches Through-the-Cycle Probability of Default Measure
New credit risk measure to address needs of institutions dealing with regulatory capital requirements
|November 19th, 2010||S&P Expands its Probability of Default Coverage
Daily “Probability of Default” calculations are now available on nearly 7,000 public companies in Europe, the Middle East and Africa
Standard & Poor’s Valuation & Risk Strategies has increased the number of public companies included in its daily Probability of Default (PD) calculations, to 6,978 in EMEA and 31,036 companies worldwide.
|May 28th, 2010||European CCPs Publish Default Management Guideline
EACH, the European Association of Central Counterparty Clearing Houses, today publishes its Default Procedures Publication Guideline. This document is the result of work undertaken by EACH risk experts since the successful resolution of the failures of Lehman Brothers and other market participants during the financial turmoil.
Keep up with current regulatory reform activities with this reference guide. Derivsource's Derivatives Regulation Timeline
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