Foreign exchange/Technology

Prime suspect

Knowing the exact quality of the loans in a securitisation pool is key if investor appetite for mortgage securities is to return. Chris Ames, an asset-backed portfolio manager at Schroders, discusses what's prime, what's not, and what has to happen for…

Column: Dan Travers

The high-powered, lightening-fast computer systems that managers use to perform their risk calculations should be geared towards delivering reliability not speed.

What's it all worth?

When financial markets grind to a halt and liquidity dries up, assessing the value of securities is a notoriously difficult process. Andrew Krull, MD of BlackRock Solutions, talks about how the firm goes about determining fair valuation and appraising…

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