Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The value of a system
Collateral management
Marking to mayhem
Market ups and downs have produced a roller-coaster ride for mark-to-market valuations of structured credit. Funds have responded by suspending net asset value calculations, arguing it is impossible to fairly value assets held by them under present…
Cutting the Gordian knot
Basel II remains wedded to incremental extensions to the market risk rules. It is time for a bolder approach in this area, argues David Rowe
Not so bullish
Spain
Ratings figure
Monolines
All dried up
Liquidity risk
Credit loss catches Bank of America
LOSSES & LAWSUITS
Capital One loses in mortgage closure
LOSSES & LAWSUITS
Lloyds TSB Faces money laundering charges
LOSSES & LAWSUITS
UBS expects subprime losses of $680 million in third quarter
LOSSES & LAWSUITS
FSA fines lifetime mortgage adviser
LOSSES & LAWSUITS
The fight continues
OR&C INTELLIGENCE - FINANCIAL CRIME
A quantum shift
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