Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Column: Charles Cronin
Flawed models, conflicts of interest, ineffectual leadership: the rating agencies have emerged from the financial crisis with little credit, and reform may strip them further of their influence
Inflated expectations
It may seem counterintuitive, given these deflationary times, but inflation-linked fixed income strategies are proving a hit with investors as fiscal stimulus raises the threat that inflation will take over in the medium term. William Rhode reports
Ellen Marshall
The co-chair of the banking and financial industry practice group at US law firm Manatt, Phelps & Phillips speaks to Matthew Attwood about the securitisation industry
Trading positions
Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets
Simple structures
An increase in risk premiums on sovereign debt is giving banks a headache in pricing certain credit-related structured products. Investor appetite for such deals is in evidence, but mainly for simple, unleveraged products. Sophia Morrell reports
Market graphic - Derivatives usage amongst the Fortune Global 500
A recent survey by Isda reveals that 20% of the world's 500 largest companies are users of credit derivatives, against 94% across all derivatives classes
Banks await verdict from capital adequacy tests
US authorities prepare to release results of a series of stress tests conducted on 19 financial institutions to ascertain whether any are in need of immediate capital assistance
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask ... Susan Hinko of TriOptima explains multilateral terminations