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Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Product performance
Two products common to the UK market and one that is well-known in the US - all three with the same strike date - are the subject of this month's comparisons
Column: John Wraith
The Bank of England has yet to reveal how it intends to wind down its quantitative easing programme of buying back gilts - assuming, of course, the policy achieves its aims
Legal Spotlight
CDS dealers are under pressure to come up with a market-led solution to the clearing conundrum before regulators force one on them. Peter Green and Jeremy Jennings-Mares report
The sovereign state
While the sovereign market has in the past been most readily associated with rates investors, it has always been a key part of the credit sector, most importantly as a benchmark for the pricing of corporate bonds. But credit default swap levels on…