Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
CDS boost for pension funds
Pension fund managers have traditionally shied away from using credit derivatives. But in the current climate of ultra-narrow spreads, trying to outperform the market without using credit default swaps could prove to be a major handicap, as Sarfraz Thind…
Barclays capital's upward curve
Barclays Capital has vaulted into the debt market league tables in the US by reinvesting in profitable businesses and delving into deep pockets to attract the right talent. As the firm completes its debt line-up in the US with a new leveraged finance…
Melanie Mitchell
As event risk heightens, a thorough understanding of fundamentals will make all the difference to Aegon Asset Management UK, its head of credit research tells Hardeep Dhillon
Hedge funds - Survival of the fittest
Hedge funds are facing an uncertain future, with a record number going bust in 2005. So what do hedge funds need to do to survive in today's dog-eat-dog environment? Saskia Scholtes reports
Winner: J Sainsbury
This month's innovative deals in the debt capital markets are a CMBS offering from J Sainsbury, Comcast's $2.25 billion deal and RBC's Logan CDO II
Canada opens its borders
A change in regulation allowing investors to hold more debt issued by non-Canadian entities has proved a fillip to the country's bond markets. Nadia Damouni looks at how the credit markets in Canada are evolving
Citi and Lehman swap index data to improve pricing
The deal covers most of the investment-grade universe but not high yield
Securitisation issuance hits new peak in Europe
CDO issuance rises by 86%: RMBS loses share on weak housing market
New fixed-income indices track total-return funds
Developed by Credit Suisse, the indices track a series of theoretical portfolios
Deutsche Bank extends leveraged loan CDS market
The bank goes from trading bilaterally to launching LLCDS market
BarCap slams UK pension rules
The bank criticises inflexibility of the liability-discounting regime
Synthetic ABS is hot property
Asset-backed securities
FSA hits hedge fund with £1.5m fine
GLG Partners in the dock over Sumitomo convertible bond issue
Integrating energy data
Knowledge is power, and having the latest information on the marketplace is of paramount importance. Eric Fishhaut looks at why centralising information can have a big impact on tactical management and developing strategies
CDM structures mature
Buyers and sellers in the clean development mechanism market now have a broader range of pricing structures at their disposal. Oliver Holtaway investigates
Special Report - Case study - Made to measure
Deutsche Essent tailors its approach to German energy markets. Will its bespoke strategy succeed where others have failed?