Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The Big Interview: Ron Kazel
The managing director of agency MBS investor Annaly Capital Management talks to Sarfraz Thind about the impact of the recent decision by the US government to back mortgage agencies Fannie Mae and Freddie Mac
Understanding 'true LTV'
Risk management is now top of the boardroom agenda for mortgage lenders across the globe. Mark Witherspoon of UKValuation explains why understanding the concept of 'true loan-to-value' is a key element of any lender's approach to risk management
Refunding risks for EMEA non-financial corporate issuers rated Baa & below in 2008-2010
As the first anniversary of the subprime crisis passes, corporate issuers in the EMEA region continue to feel its secondary effects. With more challenging capital markets and overall reduced risk appetite from investors and banks, Sabine Renner and Max…
Beware the Russian bear
The tables have turned on the Russian debt markets. After a splurge of corporate issuance in the last three years, the latter half of this year has proven a tough time for the country's financial markets. Falling oil prices, the Georgian conflict,…
Exclusive Interview: Jerry Del Missier
It's been a month that will go down as a seminal time in the history of the banking industry. Big investment banks have failed. Others have stepped in, sensing an unmissable opportunity to extend their franchise. Barclays Capital is one of them. Its…