Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
FSA goes on the warpath
Editor's blog
FSA clamps down on insider trading
Editor's blog
Flight to quality
As volumes grow and investor sophistication increases, the US voluntarycarbon markets are demanding higher quality products and greaterregulatory oversight. David Watkins reports
Build it and they will come
The Energy Data Hub, an initiative to improve data distribution andprice transparency in the US gas and power markets, is due to go livenext month, with wide-ranging implications for energy trading, writesSandy Fielden
Copula modelling
Using copulas and Monte Carlo simulations to model price dependencein energy markets, Vincent Grégoire, Christian Genest and MichelGendron show how forecasts for crude oil and natural gas prices can beimproved by modelling the dependence between them
Turbulent times
Recent oil market turbulence has provided a tough test for airlineslooking to hedge their exposure to rising fuel costs as profits headinto a tailspin. David Watkins reports
Awakening a JI-ant?
Recent policy changes in Russia may finally pave the way for effectivejoint-implementation (JI) projects. Roderick Bruce discovers Russia’scarbon credit potential
Software survey 2008
Energy Risk’s 2008 software survey reveals which systems people prefer, and what advances they want to see next. By Stella Farrington and Andrew Holt
Swing contracts part 2: risks and hedging
John Breslin, Les Clewlow, Chris Strickland and Daniel van der Zee ofLacima Group continue their Masterclass series with a further look atswing contracts. Here they discuss risk and hedging techniques for swingcontracts with take-or-pay, make-up and…
Swing contracts part 2: risks and hedging
John Breslin, Les Clewlow, Chris Strickland and Daniel van der Zee ofLacima Group continue their Masterclass series with a further look atswing contracts. Here they discuss risk and hedging techniques for swingcontracts with take-or-pay, make-up and…
Legal spotlight
The implications of Basel II on UK financial institutions have been far-reaching. Benedict James and Lisa Murray of law firm Linklaters look at banking books in the loans market
Market graphic - European high-yield default rate
Although the markets are pricing in a jump in this year's European speculative-grade default rate to 7.5%, JPMorgan Credit Research predict a more modest rise of 2.5%
Deals of the month
Unicredito Italiano and Dexia Group
Profile: Piero Bassu
The head of credit risk at UK mortgage lender Platform talks to Dippy Singh about portfolio consolidation and avoiding knee-jerk reactions to the credit crisis
After the storm
The structured credit market has been battered by recent events, with investors retreating to the high ground. But now that signs of calm are returning, what kinds of structures can investors look forward to? Hardeep Dhillon reports
Talking point - New securitisation markets
On the back of news that Japan is to securitise public sector receivables for the first time, we ask market participants about where they see development in new securitisation markets in 2008
Q&A: Samir Pandiri
Evaluating structured credit deals in the current environment is a challenge. The head of international corporate trust at Bank of New York Mellon talks diversity, independence and standardisation
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Teresa Callaghan, at credit management firm Transcom, looks at the debt sale market
CPDCs aim to lure structured credit-shy investors back to market
Credit derivative product companies, which offer counterparty protection against credit defaults, are looking to take advantage of wider CDS spreads to generate new business