Blog

May 2013

Managing Counterparty Credit Risk - Part 1: Why Measure Counterparty Credit Risk?

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May 6, 2013

Counterparty credit risk (CCR) is currently one of the most complex topics for financial institutions primarily due to its multiple definitions and uses. Therefore, the first question to ask yourself before modeling CCR, is why do you want to measure it?

CCR is the risk that a party, usually to an OTC derivative contract, may fail to fulfill its obligations, causing replacement losses to the other party. This is similar to the standard definition of credit risk in the sense that the economic loss is due to the default of the obligor. Read More

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March 2013

Conversation with Arne Loftingsmo, Portfolio Manager for KLP Kapitalforvaltning AS

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March 6, 2013

KLP Kapitalforvaltning AS is the asset management subsidiary of KLP, one of Norway’s largest insurance companies, KLP provides insurance to municipalities and public sector businesses with 320 billion NOK under management. KLP is mutually owned by its customers and have over 800 employees.  Read More

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Buy-Side Risk Analytics, Chartis

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March 4, 2013

Buy-side firms face a rapidly changing operating environment. They need not only to comply with the regulations, but also to adapt to a new marketplace. The new goal is a performance-oriented trade and risk management execution strategy for asset allocation with a strong focus on stress-testing and scenario analysis. Read More

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May 2012

Interview with Shawn Stoval, Founding Partner, Varden Pacific

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May 18, 2012

Varden Pacific LLC is a San Francisco based investment manager that was founded in 2010, launched its flagship fund in April 2011 and currently manages over $200 million in its core strategy. Varden is focused on capitalizing on niche opportunities and residual dislocations within the structured credit markets, specifically within corporate-backed structured credit.  Read More

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February 2012

Conversation with Brian Naini, Chief Risk Officer, Channel Capital Advisors

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February 29, 2012

Channel Capital Advisors LLP (CCA) is a UK based investment manager focusing on credit risk and structured finance transactions.  CCA was established in 2006 by its founders and a consortium of European commercial banks. In 2007, CCA launched Channel Capital PLC (CC PLC), an Irish based operating company.  Read More

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