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Credit risk

CDS recovery rate overstated

In an attempt to bring more accurate valuation on credit default swap (CDS) and on all credit derivatives products based on CDS, Pricing Partners has started to back out the recovery rate from the underlying......

Hedge Funds Review | 27 Mar 2009secure

More CDS data offered

In a move to help buy-side market participants, strengthen liquidity risk management procedures and meet regulatory commitments Fitch Solutions, part of the Fitch Group, has extended the launch of its......

Hedge Funds Review | 24 Mar 2009secure

Markit provides CDS transparency

Markit has launched a credit default swap (CDS) data and information portal designed to increase transparency and provide a way to monitor the market. The data portal, available online, gives details about......

Hedge Funds Review | 23 Mar 2009secure

FEATURE: Modelling could be alternative to credit ratings

By Dario Cintioli, head of risk, StatPro Group Ratings are subject to great criticism. Their failure to anticipate a number of events during the credit crisis of 2008 has profoundly damaged trust in......

Hedge Funds Review | 23 Feb 2009secure

Platform delivers consistent view of risk and return

RiskVal Financial Solutions, a provider of fixed-income trading and risk management systems, has integrated financial information services company Markit's industry standard pricing and reference data......

Hedge Funds Review | 11 Feb 2009secure

JPMorgan offers CDS pricing mechanism to market

JPMorgan is making its pricing engine for credit default swaps (CDS) available to the International Swaps and Derivatives Association (ISDA) as an open source platform in a bid to improve transparency......

Hedge Funds Review | 31 Jan 2009secure

CDS indices launched by S&P

Standard & Poor's Index Services has launched the S&P CDS US Indices designed to measure the performance of the approximately $29 trillion (notional) the credit derivatives market.

Hedge Funds Review | 22 Jan 2009secure

ING Brussels-based fund receives S&P rating

Standard & Poor's Ratings Services has assigned an AAAm principal stability fund rating to ING (L) Liquid - Euro Government Liquidity Fund, a Luxembourg-based, euro-denominated, money market fund managed......

Hedge Funds Review | 11 Dec 2008secure

SEC approves rules credit rating agencies

The US Securities and Exchange Commission (SEC) has adopted rules for credit rating agencies designed to improve transparency, competition and disclosure. They are also designed to remove conflicts of......

Hedge Funds Review | 04 Dec 2008secure

Fund of Hedge Fund Awards 2008

The best of the funds of hedge fund (FoHF) business were honoured at the Hedge Funds Review's 2008 European Fund of Hedge Funds Awards gala dinner. The winners of the 18 categories highlighting the best......

Hedge Funds Review | 01 Dec 2008secure

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