Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Isda launches Mandarin/English finance glossary
The glossary of collateral terms aims to help in Chinese risk management
Talking point - The relaunch of 30-year Treasuries
February 9 marks the return of 30-year Treasuries in the US. Credit asked market participants whether this will stimulate growth in the 30-year corporate bond sector
ABS market welcomes synthetic index launch
The new ABX indices are based on the sub-prime home equity sector
Winner: Telefonica
Every month Credit recognises the most innovative financing solutions in the debt capital markets. This month Telefonica, Axa Investment Managers' Opus CDO I and Oracle Corp
Patrick Brennan
NewFinance Capital's senior credit analyst in London explains the benefits of investing in credit via a fund of credit hedge funds
SEC pressed to overhaul rating agency regulation
Evidence at a US Congress hearing slams the current system asrestrictive
Credit - Energising credit
Traditional credit instruments can be used to mitigate credit risk in the energy sector, despite the unique risk management challenges, says Chris Coovrey
A comeback for coal
With gas prices soaring, it seems inevitable that coal - the Cinderella of energy resources - is bound to return to the forefront. But how long will it last? asks Eric Fishnaut
Commodities Count 2006
The recent swell in energy market participants means the battle for dominance has never been fiercer, but the increased competition means ever-more sophisticated product offerings, finds Stella Farrington
Europe goes nuclear
Proposals to build new nuclear power plants in the Baltic states and Poland are gathering pace, finds Maria Kielmas
At the flick of a switch
Jesper Andreasen and Martin Dahlgren present a regime-switching model for electricity derivatives that incorporates spiky spot-price dynamics and allows for closed-form pricing of forwards, options and swaptions
After the storm
Last year's devastating US hurricane season hammered home the link between energy and weather. But some believe it may also hold a key to predicting this year's weather, says Todd Crawford of Weather Services International
Questioning dollar cost averaging
When implementing a hedging strategy, the popular dollar cost averaging approach may sometimes be less prudent than the lump-sum method for managing energy risk, writes Tim Simard