Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Reporting for duty
Reporting
A sticky situation
Comment
Die falsche Reaktion
Kommentar
Ein glaubhaftes Ziel
Operations
No escape
Credit
Das riskante Jahr
Var-Umfrage
Grinding to a halt
Securitisation
RGGI futures competition hots up
As the fledgling US Regional Greenhouse Gas Initiative finds its feet, is there sufficient liquidity for two exchange-traded futures contracts? Katie Holliday finds out. Additional reporting by Roderick Bruce
Constellation's ratings hit bodes ill for merchant energy players
Constellation Energy's excessive exposure to liquidity risk has contributed to a significant credit ratings downgrade for the firm, finds Jayne Jung
Gearing for clearing
Clearing
Burgeoning buyouts
Bulk purchase annuities
Measuring liquidity risk
Liquidity risk
Changing exchanges
Alternative trading venues