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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Mexico dances to a different tune
With US structured finance markets in the grip of the subprime squeeze, close neighbour Mexico might be expected to have suffered a similar fate. But strong investor demand for securitisation and homeowner-friendly government initiatives are combining to…
Legal Spotlight
ABS investors may shudder at the mention of the word 'subprime', but that shouldn't deter issuers from using securitisation to raise capital. In our special extended feature, Neal Handa and Bruce Bloomingdale look at how the credit crisis has affected…
Traders get a taste for pick and mix
Relying exclusively on third-party applications for trading, pricing and risk management of mortgage-backed and other asset-backed securities does not make sense for all buy-side firms. Alternative investment manager Highland Financial Holdings Group has…
Q&A: Dennis Tracey & David Dunn
Banks are braced for a wave of litigation arising from the subprime crisis. But, as partners at law firm Hogan & Hartson point out, it won't just be subprime lenders that are facing law suits