Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
How secure are ratings?
Basel II
Valuing hard-to-value assets
In this Class Notes article, Charles Smithson considers some of the lessons learned from the recent credit crisis. In particular, he reflects on the difficulties faced by many institutions in valuing illiquid structured finance instruments, and makes…
A balancing act
Off-Balance-Sheet Vehicles
Don't follow the herd
Quant funds
Towards T+0 reconciliation
The Counterparty Risk Management Policy Group's third major policy statement appeared in early August - and it presents surprisingly radical demands, says David Rowe
Coming to the crunch
Risk Interdealer Rankings 2008
Expect the unexpected
Stress testing
Spain reigns
BBVA's chief risk officer, José Sevilla Alverez , talks to Rob Davies
Wary of the IRC
Basel II
The capital ratio conundrum
Regulatory capital
Tools of the traders
Technology
Rising above it?
Merrill Lynch's decision to ditch its collateralised debt obligation portfolio in July has been spun as a brave attempt to draw a line under its structured credit losses. But how good is the deal, and does it represent a template for other firms…
US banks settle for billions over auction-rate securities
Losses and Lawsuits
Fannie Mae suffers $2.3 billion loss
Losses and Lawsuits
Royal Bank of scotland posts first loss in 40 years
Losses and Lawsuits
Banker arrested in Argentina
Losses and Lawsuits