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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Legal Spotlight
CDS dealers are under pressure to come up with a market-led solution to the clearing conundrum before regulators force one on them. Peter Green and Jeremy Jennings-Mares report
It's payback time
If you still wake up in a cold sweat, haunted by the memory of opening your 2008 bonus slip, you're not alone. Credit professionals across the board saw their bonuses slashed last year. But not all banks were forced to scale back their remuneration…
Column: John Wraith
The Bank of England has yet to reveal how it intends to wind down its quantitative easing programme of buying back gilts - assuming, of course, the policy achieves its aims
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
Buying in a flat market
Credit Suisse has launched buffered accelerated return equity securities linked to the S&P 500 index, in which participation can be as high as 500%, subject to a 20% maximum return in addition to principal
Financial pricing for the 21st century
Putting a price on assets for which no active market exists is a process mired in complexity and no little controversy. But the pricing models of yesteryear are simply not up to the job. David Patrikarakos looks at the new generation of valuation models…