In recent years, China's increasing dependence on oil imports has raised major concerns about energy security and risk management. This paper examines China's extreme dependence on the global market using...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Recession articles
The global financial environment continues to show imbalances, and is not in a good position to withstand shocks, says Tim Hodgson
Commodity analysts re-examine their oil price forecasts in light of current economic deterioration, as the long-term economic outlook remains unclear
Risk.net poll supports IIF deputy managing director Hung Tran's view that global economic recession stands head and shoulders above fears of Greek default and Italy/Spain bail-out
Profile: William Cunningham
Lessons from the lost decade
Out of ammo
Chief strategist at CreditSights Louise Purtle warns that global deleveraging makes double-dip recession more likely than inflation.
Nomura chief economist Richard Koo warns the US and European economies face double-dip recession and a prolonged period of economic stagnation if stimulus is cut too soon.
The head of special situations at Alcentra says distressed debt investors should head for Europe if the global economy slumps again.
Alcentra head of special situations says second wave of global recession is likely, and predicts distressed debt opportunities in Europe.
A sharp increase in oil demand from non-OECD countries will compensate for peaking demand in OECD area
As governments across Europe announce austerity measures designed to rein in deficits, sovereign and corporate bond investors are divided over the scale and timing of the cuts.
Major economies need to “come to terms with their debt” if they are to avoid the problems afflicting Greece, a leading economist has warned. As fears grow over the risk of a sovereign default in...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.