The Insurance Linked Securities (ILS) market is set to have a record year. The pace and volume of securities issuance is at its highest levels since 2007 with new participants entering the space and demand continuing to grow from yield seeking investors.
January 26th, 2012 Kamakura Releases Robert Jarrow Research Paper “Problems with Using Credit Default Swaps To Infer Default Probabilities”
October 18th, 2011 Moody's Analytics Launches Enhanced Probability of Default For Banks Dealing with Basel III
November 19th, 2010 S&P Expands its Probability of Default Coverage
May 28th, 2010 European CCPs Publish Default Management Guideline