Risk Staff
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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Pimco's head of MBS sees upside in illiquid markets
Value to be found in private label mortgage securities where liquidity premiums greatest, says key investor
A clearer picture
Fraud has gone to the top of the postmortem on the US subprime debacle. To detect and prevent it, more information at the loan level is needed, and the standardisation of data would also help investors in mortgage-backed securities make better decisions,…
Northern Rock nationalisation positive for bondholders
Holders of bonds issued by the Granite master trust will benefit from government ownership although questions remain over the vehicle's long-term future
A changing carbon market climate
The EU Emissions Trading Scheme is stepping up a notch with a batch of new measures for its Third Phase. Andrew Holt finds out what carbon market participants think of the new proposals
Peter Terium
Peter Terium, CEO of newly created RWE Supply & Trading, tells Roderick Bruce why he is the right man to lead the integrated business forward.
The prepay delay
Municipal natural gas prepayment deals withered in the second half of 2007 as a result of the credit crisis. While this year has seen a trickle of new deals, greater problems may be lurking. David Watkins reports
Waiting in the wings
The long-mooted inclusion of the aviation sector in the European Union's emissions trading scheme is finally on the radar screen. Roderick Bruce discovers whether stakeholders are ready for take off
FFAs: rocking the boat?
The Baltic Dry Index (BDI) plumbed the depths in early 2008, sinking from record highs in late 2007. Some have blamed derivatives market activity for the sharp fall. Roderick Bruce casts a beady eye over the BDI and asks where prices are heading next