Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Siv troubles endure as banks revise super-conduit plan
The troubles facing structured investment vehicles are leaving new issuance in the mortgage markets looking shaky. It is unclear whether plans to create a super-Siv to bail them will succeed
Surface tension
Swaps
Bidding deadline passes but Northern Rock's fate still unclear
Continued funding lines from the Bank of England could be critical as key shareholders shift in favour of a restructuring rather than an outright sale of the troubled UK lender
European buyside survey provides encouragement
A poll of investors in European asset-backed securities suggests demand will be reduced but not extinguished for the year ahead
The tough go shopping
Investors
What happens next?
As a steady stream of analysts and industry experts continue to issue dismal forecasts for US house price appreciation, adjustable rate mortgage resets and the broader economy as a whole, Ajay Rajadhyaksha, head of US fixed income strategy at Barclays…
WaMu and First American accused over appraisals
The New York State Attorney General is accusing the duo of conspiring to raise property valuations. Is this the beginning of the litigation wave that many expect?
Winding down
Prepayments
Prime witness
With two decades' experience, Mark Adelson has had a frontline seat in the mortgage arena and he isn't afraid to voice his ideas on what the industry should do in the future
The future arrives for renewables
The emerging market in renewable energy futures is expected to lower the cost of financing renewables and smooth out the volatility often encountered when running intermittent renewable resources, such as wind and solar. Catherine Lacoursière investigates
Will they weather the storm?
The weather derivatives market saw record volumes in 2006, but these declined sharply into 2007. Evan Koster, David Cohn and Nicholas Rock of Dewey & LeBoeuf look at where the weather market, now 10 years old, may go next
Solid foundations?
In a recent landmark step, India's power regulator has given 'in principle' go-ahead to the setting up of a power exchange in India. However, there is discomfort amongst potential participants over some of the regulator's plans. Rakesh Singh of Wipro…
Setting the stage for 2008
As 2007 draws to a close, the Energy Risk team asked market participants what they regard as the most influential events of 2007 and how these are likely to shape market behaviour in 2008. By Stella Farrington with additional reporting by David Watkins
Didier Giblet
Didier Giblet started out as a police investigator before moving into finance. The global head of energy and commodities trading at Fortis tells Roderick Bruce how an investigative mind has helped him in his career in energy trading
Pressure point
Editor's letter
Rates rebound
Interest rates
Singed by contingents
Deal-contingent Swaps
Back to basics
Collateralised debt obligation (CDO) arrangers were ambushed in August by the most dramatic shifts in credit markets since 2005, while many investors have shied away from complex products. Where does this leave the future of the CDO market? Mark Pengelly…