Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Market Graphic - How to hedge an ABS portfolio
For investors stuck with toxic ABS assets on their books, devising an effective hedging strategy is crucial. Jean-David Cirotteau and Marc Teyssier, analysts at SG, look at one such strategy
Euro Corporates fear continued borrowing squeeze
As banks tighten their purse strings, European companies may find themselves suffering from impaired borrowing capabilities, potentially leading to funding shortfalls, says Moody's
Chris Crowley
October was the month that the credit event auction process was tested to its limits, with Lehman Brothers, Fannie and Freddie, and WaMu all undergoing settlement. Credit spoke to the strategy manager at Creditex to find out how the process bore up…
Joyce Chang
The head of emerging markets research at JPMorgan talks to Dalia Fahmy about how the sector is adapting to the upheaval in the the global markets
Rebooting the dollar market
Issuing a $4 billion deal in the climate of fear and uncertainty that characterised October's primary market required courage. Yet someone was needed to break the deadlock and IBM stepped forward. Simon Boughey looks at the deal's effect on the dollar…
Collateral damage
The practice of posting collateral against the risk of failed derivatives trades may protect dealers from the worst of the losses arising from Lehman's bankruptcy, says Joseph Pimbley. But what about trades that were not covered by such collateral…
Lawmakers take aim at CDS market
Regulators have been threatening the credit derivatives market with draconian new legislation in a bid to curb practices that supposedly exacerbated the current turmoil. But the lawmakers' belligerent comments are somewhat akin to closing the windows…
Euro Corporates fear continued borrowing squeeze
As banks tighten their purse strings, European companies may find themselves suffering from impaired borrowing capabilities, potentially leading to funding shortfalls, says Moody's