Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Deals of the Month: Staples
One of the most encouraging aspects of the strong pace of corporate issuance in the dollar market in January, in addition to the sheer volume of new paper, was the willingness of investors to leave the security of the investment grade's higher echelons…
Insurance debt: Don't take a tumble
Holders of bonds from the insurance sector should prepare themselves for a rough ride in 2009. Lingering concerns over the exposure of certain names to toxic structured credit assets and the difficulty of raising more debt in the current environment are…
People
News
Software Survey 2009
Software Survey 2009
Product reviews by Future Value Consultants
Product reviews
Buy-side backlash
Trading costs
The repo effect
The ability of banks to use securitisation deals as collateral for repo funding from central banks has resulted in larger deals with more esoteric assets. Laurence Neville looks at how this change is affecting the securitisation market as a whole
Profile: Conrad Hewitt
The widespread belief that fair value accounting somehow contributed to the financial crisis is ill-informed - or so the SEC's chief accountant explains to Alexander Campbell
ABS collateral pools to deteriorate in 2009
Two largest rating agencies predict global economic slowdown will hit loans underlying most asset-backed securities, with consumer loans in UK, Ireland and Spain worst affected
Volatility forces iBoxx to change index rules
Wide discrepancies in prices submitted by banks meant that iBoxx indices were not accurately reflecting market values, so the index custodian has relaxed the inclusion criteria for prices