Archive for the ‘Reference’ Category

How to use credit default swaps when buying bonds

While CDS is still an institutional-only market, preventing retail investors and other corporations from being able to directly partake in it so far, non-active participants can still  keep up-to-date and learn from the wealth of important information that can be …

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The Role of Clearinghouses and Central Counterparties (CCP) in CDS Markets – Part 2

The Role of Clearinghouses and Central Counterparties (CCP) in CDS Markets – Part 2

The AIG Problem

Another problem highlighted during the AIG fallout (where AIG couldn’t pay its CDS counterparties the mark-to-market amounts they were due) was that instead …

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The Role of Clearinghouses and Central Counterparties (CCP) in CDS Markets – Part 1

The Role of Clearinghouses  and Central Counterparties (CCP) in CDS Markets – Part 1

Central clearinghouses have been frequently proposed as a solution to fix the CDS markets or prevent a future CDS market crisis. But what exactly does a …

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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 …

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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

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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

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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 …

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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 …

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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

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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 …

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