This Marcus Evans conference has been created exclusively to tackle the issues in collateral management especially in the new regulatory environment. It will explore methods of organising your departments within the business in a more centralised form to enhance collateral management.
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