Risk.Net: July Credit Data Review
“Since the 2008 financial crisis, Italian banks have seen particularly rapid growth in non-performing loans (NPLs) compared with other eurozone countries. In the past decade,
“Since the 2008 financial crisis, Italian banks have seen particularly rapid growth in non-performing loans (NPLs) compared with other eurozone countries. In the past decade,
Credit Portfolio Management and Bank-Sourced Benchmarks Overview This paper demonstrates the role of bank-sourced benchmarks and indices in credit portfolio management (“CPM”). All
Tobacco stocks dropped sharply last week after Philip Morris reported declining sales volumes and disappointing results from recent investments in “healthier” nicotine delivery systems. Big
Companies increasingly face a legal requirement to disclose their Gender Pay Gap. According to the FT, the majority of large UK businesses pay more to
Bank-sourced data provides a broad cross section of forward looking default risk estimates. This dataset now also includes sufficient history to address a key question
The Spanish economy grew by 0.8% in Q1 2017, an annual rate of more than 3%, higher than recent data for Germany, France and the
The European Central Bank intends to cut the pace of quantitative easing from €80bn to €60bn from this month. This has hit some of Europe’s
With the election looming, French bonds have been under increasing scrutiny. The spread of French 10-year government bonds over the equivalent German bund reached a
In 2009 the UK’s Debt Management Office (DMO) oversaw record gilt issuance of £227 billion ($275 billion). At the time, Pimco’s Bill Gross described UK
Outstanding derivative contracts are being progressively transferred to Central Counterparties (“CCPs”). The CCP framework is intended to minimize global (i.e. systemic) risk as well as
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