Archive for December, 2010

External Credit Assessment Institutions (Credit Rating Agencies) – Part 4

External Credit Assessment Institutions (Credit Rating Agencies) – Part 4

Now that we have gone through the definition of ECAI’s in the last 3 parts of this series (Part 1, Part 2, Part 3), how good a job do they …

Read More »

External Credit Assessment Institutions (Credit Rating Agencies) – Part 3

External Credit Assessment Institutions (Credit Rating Agencies) – Part 3

ECAI Domestic currency and foreign currency assessments

Where unrated exposures are risk weighted based on the rating of an equivalent exposure to that borrower, the general rule is that foreign

Read More »

External Credit Assessment Institutions (Credit Rating Agencies) – Part 2

External Credit Assessment Institutions (Credit Rating Agencies) – Part 2

ECAI Mapping Process (Using Credit Ratings to Assess Credit Risk For Regulatory Purposes)

Supervisors will be responsible for assigning eligible ECAIs’ assessments to the risk weights available under the standardised

Read More »

External Credit Assessment Institutions (Credit Rating Agencies) – Part 1

In response to the interest in a previous report about credit default swaps and the credit rating agencies, CreditLime has put together a special series covering the definition of these credit rating agencies (External Credit Assessment Institutions – ECAI’s as …

Read More »

ECAI (Credit Rating Agency) Spotlight: JCR

Japan Credit Rating Agency

Japan Credit Rating Agency (JCR) is a Tokyo-based credit rating agency founded back in 1985 and now a major player in the Japanese market. Besides the Japanese market, JCR has also achieved official recognition …

Read More »

ECAI (Credit Rating Agency) Spotlight: R&I

ECAI (Credit Rating Agency) Spotlight Series

We recently highlighted several foreign credit rating agencies in the sovereign debt ratings space and here we profile a few of those aforementioned companies:

Ratings & Investment Information

Ratings & Investment Information (R&I

Read More »

ECAI (Credit Rating Agency) Spotlight: CTRISKS

CTRISKS

CTRISKS is an Asia-based credit rating agency and risk consulting firm. It is a recent entrant into the market that is mostly dominated by Dagong and China Credit Information Service (CCIS). CTRISKS, was founded just a few …

Read More »

ECAI (Credit Rating Agency) Spotlight: Dagong

Dagong Global Credit Rating

Dagong Global Credit Rating (DGCR) is a Chinese-based credit rating agency and risk consulting firm. It was founded in 1994 and has now become what it  believes is the largest and most normalized credit rating agency …

Read More »

Financial industry philanthropy to help make more money

The Institute for Financial Markets which bills itself as an affiliate of the US futures industry lobby previously announced a donation to future financial intelligence by funding 6 academic studies on trading, clearing and derivatives.

While the public lauds …

Read More »

Luxury Retailer CDS prices fall

Bloomberg recently highlighted the falling prices of credit default swaps on luxury retails such as Saks and Macy’s.

Swaps on luxury retailers have plummeted this month to the lowest in two years as high-end consumers start to spend again. Same-store

Read More »