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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Unblocking the euro pipeline
Last month brought a huge EUR48.4 billion of new corporate bonds, more than half the total amount of supply one investment bank predicted for the whole year in the euro market. Matthew Attwood looks at the drivers of the trend, and finds that in one…
A capital offence
In believing that healthy capital reserves would enable banks to weather the credit crisis, lawmakers and banking chiefs neglected one important fact, says Suresh Sankaran of Fiserv IPS-Sendero: that robust capital adequacy ratios do very little to keep…
Credit Investor Survey 2009
Our exclusive poll of leading credit investors gives an insight into the factors affecting today’s investment decisions. Which assets provide value? Which sectors should you avoid? When will conditions improve?
Deals of the Month: GDF Suez
The primary markets have been buzzing since the start of the year. We profile GDF Suez's mammoth EUR4.25bn deal, the $1.5bn five-year from Staples, and Toyota's Swiss franc issue
Government guarantee schemes force covered bond market to retrench
Covered bonds, both public and private, still have a place in portfolios despite competition from the recent phenomenon of government-guaranteed bank debt
Legal Spotlight
The ECB has set minimum standards that ABS must meet if issuers are to use the securities as repo-eligible funding. Angus Duncan assesses the impact of these new rules on existing ABS
Credit ratings newcomer hires ex-S&P president
Credit rating agency Rapid Ratings adds Kathleen Corbet to its board in a push to increase awareness of its rating system which measures financial health rather than creditworthiness
CDS: Closing levels for January 16
Credit Default Swap 5-year senior mid-levels for structured products issuers (Friday January 16)
CDS: European banks stable; Citi levels overwhelmed by break-up plan
Credit Default Swap 5-year senior mid-levels for structured products issuers (Wednesday January 14 2009)