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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Group of 26 grinds to a halt
The proposals from the Group of 26 fund managers calling for improved covenants were supposed to herald a new era of protection for bondholders. But nearly two years later, the impetus for change seems to have stalled. Laurence Neville reports
European ABS: Will it end in tiers?
As part of a special focus on asset-backed securities, we take a look at the European ABS market. After a prolonged period of spread compression, credit tiering may be making a return to the market, as Alan McNee reports
SEC: What's Next?
William Donaldson's quick retirement from the chairmanship of the US Securities and Exchange Commission (SEC) last month brings to mind the pithy Italian proverb from the recent Papal Conclave: "After a fat Pope, a skinny pope."
Can research reinvent itself?
The provision of credit research to clients is undergoing sweeping reform, as regulatory concerns grow over potential conflicts of interest and banks reassess the value of giving out freebies. Philip Moore examines what this all adds up to for investors
Sponsor's Webcast Basel II- mere compliance or more business?
Basel II compliance is not just a cumbersome regulatory requirement. It actually presents a unique opportunity to improve your risk management processes, and ultimately your bank's performance.
Sponsor's article > Standard Bank Selects SunGard for Global Basel II Compliance and Capital Management
SunGard (NYSE:SDS) announced that Standard Bank Group has selected SunGard’s Basel II Capital Manager for Basel II compliance and capital management. A customer of SunGard’s since 1996, Standard Bank will use the Basel II Capital Manager for its retail…