Credit deterioration seldom happens suddenly. The earliest signs of weakness emerge long before financial statements or ...

Indices in the FTSE Canada Bank Credit Spread Index Series are transparent and designed to be replicable, with individual security holdings, prices and spreads disclosed daily. The design of the ...

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...

This article was written by Jerome Barkate, Nakul Nair, Zane Van Dusen, and Scott Coulter. We are witnessing a remarkable period in the credit markets. Following years of accommodative monetary ...

High yield bonds, often referred to as “junk bonds,” have long been a compelling option for investors seeking enhanced portfolio income. However, their asymmetric return profile—characterized by ...

Credit risk management is a lot like a game of chess. Each move—growing new accounts, reducing losses, or leveraging new technologies—affects the entire board. The best chess players build their ...

For banks with global corporate lending franchises, the past few years have sharpened an old dilemma. Growth in client activity is increasingly concentrated in emerging markets and regional hubs, but ...

As the calendar turns to 2024, the financial environment underscores the growing prominence of the private credit sector, a niche drawing significant interest for its alternative investment potential.