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New Research And Outlook On Credit Markets

Credit markets face new risks every day. However, it is no longer enough to know what the risks are or even what the risks ahead might be; we need to understand what is driving change in order to navigate this fast moving and unpredictable landscape.

In our new paper, Professor Ed Altman, Ph.D., NYU Salomon Center at the Stern School of Business, and Cristiano Zazzara, Ph.D., S&P Global Market Intelligence, provide the insight you need through a summary of the contributions of Speakers at our recent conference, New Research and Outlook on Credit Markets. A few of the topics discussed in the report include:

  • Measuring credit risk in the global economic system
  • The impact of credit rating changes on pricing and the market’s liquidity of U.S. corporate, non-financial and financial bonds.
  • The effects of the sovereign debt crisis in Europe, unconventional monetary policy, and sovereign debt impairments
  • The factors driving credit spread changes in the Sovereign, Corporate, Equity, and Foreign Exchange markets
  • The current and future regulatory landscape and its impact on global financial markets

This report blends academic findings with “real world” experience from regulators and market participants, with the academic sections mostly focused on Corporate and Sovereign Risk and Ratings, Sovereign and Bank Credit Markets, and Credit Derivatives Markets and the practitioner sections on the Outlook for Global Credit Markets and the Regulatory Landscape.

Download the full report

Insights from:

  • Viral Acharya, NYU Stern School of Business
  • Heitor Almedia, University of Illinois
  • Edward Altman, NYU Stern School of Business
  • Patrick Augustin, McGill University
  • Richard Berner, Office of Financial Research, U.S. Department of the Treasury
  • Mark Carey, Federal Reserve Board
  • Martina Cheung, S&P Global Market Intelligence
  • Michael Chinn, President, S&P Global Market Intelligence
  • Audrey Costabile Blater, International Swaps and Derivatives Association
  • Robert Engle, NYU Stern School of Business, NYU Stern Volatility Institute
  • Christopher Finger, Federal Reserve Board of Governors
  • Mark Flannery, U.S. Securities and Exchange Commission
  • Paul Glasserman, Columbia Business School
  • Philipp Hartmann, European Central Bank
  • Peter Henry, Dean, NYU Stern School of Business
  • Simon Jin, S&P Global Ratings
  • John Kingston, S&P Global
  • Knut Kjaer, FSN Capital and Trient Asset Management
  • Giorgio Ottonello, NYU Stern School of Business
  • Douglas Peterson, S&P Global
  • João Santos, Federal Reserve Bank of New York
  • Kim Schoenholtz, NYU Center for Global Economy and Business
  • Marti Subrahmanyam, NYU Stern School of Business
  • Rangarajan Sundaram, NYU Stern of Business
  • Ashu Suyash, CRISIL
  • Diane Vazza, S&P Global Ratings
Oct 12, 2016
Blog
Jul 04, 2016
Research