Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
CDS clearing house tops regulators' to-do list in drive to tackle counterparty risk
The New York Fed is keen to establish a central clearing house for CDS, with CCorp poised to launch such a service. But will the recently merged Creditex-ICE throw its hat into the ring?
Nigel Sillis
The director of fixed-income and currency research at Baring Asset Management talks to Matthew Attwood about bubbles, credit risk and mushroom picking
An agency for change
After years of talk about rating agency reform, regulators - spurred by the credit crisis - are acting, with the New York attorney general vowing to root out practices that he believes contributed to recent events. But some market observers have rounded…
Malaysia Investors warned to mind the ratings gap
This year has seen a flood of bond issuers tapping the Malaysian markets but investors should be aware that local agencies are working on a different ratings scale to international standards
Called to account
Dealers have criticised fair value accounting on illiquid assets as exacerbating the subprime crisis. A growing number of banks and industry bodies have called for a suspension of mark-to-market accounting for illiquid instruments. Are the accounting…