Foreign exchange
A meeting of minds
Now in its 12th year, the Energy Risk USA conference in Houston once again brought together key figures in the energy industry to debate the hottest topics. The Energy Risk team reports
Buckle up
Market Analysis
Auto pilots
Distressed assets
Investors should heed lessons of credit crisis
Choose products carefully, warns BNP Paribas, Tighten up risk infrastructure, says the OECD's Hans Blommestein
Talk is cheap
Rating agencies
That sinking feeling
Underwater loans
Back in Black
New York-based asset manager BlackRock's buying up of distressed mortgage portfolios - most notably its purchase of UBS's portfolio of subprime and other non-agency securities totalling approximately $22 billion - has been making headlines. What does it…
Structural modelling of subprime mortgages
With the economy still suffering from the waves of the credit crunch, triggered by a housing price slump, Yong Kim provides a structural model of subprime mortgages based on housing market risks. Given the enormity of the subprime mortgage market failure…
SEC hits out at credit rating agencies over RMBS
Two ratings agencies issued ratings on products even though outstanding issues were raised
Liquid gold?
Covered bonds
Moody's slashes Ambac, MBIA ratings
Securities wrapped by Ambac and MBIA also suffer
Faking it
Insider fraud
Tell us all about it ..
Comment
Grahame Mcgirr & James Bagshawe
All the talk in the financial markets is about going back to basics. This drive towards simplicity and transparency is what underpins Islamic finance. Credit speaks to two senior executives from recently launched Shariah house Gatehouse Bank about a…
Cash bonds take a different track
As anyone on the financial markets rollercoaster will know, predicting the future path of your investments is next to impossible, particularly in the current economic climate. But a dislocation has appeared between the equity/CDS markets, which are…
Jeff Sprecher & Sunil Hirani
The chairman and CEO of derivatives exchange ICE and the CEO of derivatives processing firm Creditex talk about the companies' recent merger, and how the CDS markets will cope with a unique set of challenges ahead
We're all Swensenians now
The appeal of commodities used to be the equity-like returns combined with low correlation to stocks and bonds. That all changed once the commodities bandwagon started rolling
A silver lining for quants
Salaries might be flat at best compared with 2007 but quants' unique skillsets are in demand
A new measure of credit value
Market Graphic
Gulf states face inflation threat to single currency
Plans by the Gulf Co-operation Council to launch a single currency by 2010 are beginning to look optimistic, with the spectre of runaway inflation throwing the whole scheme into doubt