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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
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