Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Column: Nigel Rendell
Recent EU members are finding that adopting the euro is a trickier process than anticipated.
Lawsuits leave monolines' future in the balance
Two high-profile court cases involving FGIC and XL Capital Assurance could determine the fate of the troubled monoline insurance industry. If the verdicts go against the insurers, the damage would not just be to their reputation, but it would call into…
Q&A: Laurent Paulhac & Robin Ross
After the Chicago Mercatile Exchange's recent acquisition of market data provider CMA, Laurent Paulhac of CMA and Robin Ross of CME Group talk about how the CDS market may change in the aftermath of the credit crisis
Mortgage provider Edeus changes tack
From lending to offering technical expertise, Edeus offers investors a better understanding of risk in mortgage-backed asset pools
S&P may cut Moody's ratings
Coding error elevated debt products' rating; Moody's initiates a thorough review of its processes
Prime suspect
Knowing the exact quality of the loans in a securitisation pool is key if investor appetite for mortgage securities is to return. Chris Ames, an asset-backed portfolio manager at Schroders, discusses what's prime, what's not, and what has to happen for…
Pimco makes big mortgage debt bet
Guarantee of Freddie Mac and Fannie Mae prompts Gross to raise exposure to mortgage debt
The good, the bad and the ugly
Last month saw US asset manager Pimco triple its holding of mortgage debt, UBS sell subprime loan positions worth $22 billion to a new fund managed by BlackRock, and HBOS get the first residential mortgage-backed securitisation issue in nearly a year off…
Utilities seek new credit structures
As US utilities bail out of the auction market, they are turning to enhanced credit structures to refinance bond issues. Catherine Lacoursiere reports