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“Credit risk data is widely available for sovereigns and large corporates, but updates are infrequent and smaller companies are often […]
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Transition matrices can provide considerable insight into the likely pattern of losses over various time horizons (see summary below) – […]
The European Central Bank intends to cut the pace of quantitative easing from €80bn to €60bn from this month. This […]
It has been hard not to make money in emerging markets during the first quarter of 2017. The JP Morgan […]
With the election looming, French bonds have been under increasing scrutiny. The spread of French 10-year government bonds over the […]
UK insurers hoping Brexit might signal a bonfire of regulations, particularly the onerous and complex requirements of the Solvency II […]
In 2009 the UK’s Debt Management Office (DMO) oversaw record gilt issuance of £227 billion ($275 billion). At the time, […]
Credit Benchmark are at the RiskMinds Insurance conference at the Hotel Okura in Amsterdam this week. Mahim Mehra and team […]
Outstanding derivative contracts are being progressively transferred to Central Counterparties (“CCPs”). The CCP framework is intended to minimize global (i.e. […]
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