Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
M&G - Fundamental truths
M&G's steady, conservative investment style during the years leading up to 2007 may have resulted in solid, if unspectacular, returns, but this methodical approach has served the firm well during the credit crisis. Rather like the proverbial tortoise, M…
Brazil rides the wave of global commodity boom to hit investment-grade status
S&P's upgrade to BBB- for Brazil is in part reward for the country's prudent economic policies that have seen it quadruple international reserves, but could rising inflation spoil the party?
What's it all worth?
When financial markets grind to a halt and liquidity dries up, assessing the value of securities is a notoriously difficult process. Andrew Krull, MD of BlackRock Solutions, talks about how the firm goes about determining fair valuation and appraising…
Profile: Tim Ryan
The recently appointed chief executive of Sifma, the financial markets body, talks to Dalia Fahmy about his plans for taking on the Fed and improving the rating process
Market Graphic: Speculative-grade default rates
Although European default rates are still relatively low, Moody's has pushed back, and up, its default rate forecast, says Deutsche Bank Securitization Research
Faltering flows
Prime broking
Regulatory reaction
Editor's letter
The sewers of Jefferson County
Auction-rate Securities
Broaden valuation options
In the same way credit risk managers used to question how a loan would be repaid if the primary means of payment were to fail, so banks ought to ask if there is another way to value structured credit investments if market liquidity were to dry up, argues…
Restoring ratings
CDO ratings
A tough saddle to mount
Isda's chairman, Eraj Shirvani, talks to Alexander Campbell
Libor under attack
Interest rates
The best scenario
Technology
Loans return?
Loans