Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Faltering flows
Prime broking
Regulatory reaction
Editor's letter
The sewers of Jefferson County
Auction-rate Securities
Broaden valuation options
In the same way credit risk managers used to question how a loan would be repaid if the primary means of payment were to fail, so banks ought to ask if there is another way to value structured credit investments if market liquidity were to dry up, argues…
Restoring ratings
CDO ratings
A tough saddle to mount
Isda's chairman, Eraj Shirvani, talks to Alexander Campbell
Libor under attack
Interest rates
The best scenario
Technology
Loans return?
Loans
"We're politically accountable"
Regulatory capital
Clearing the way ahead
The major credit derivatives dealers, along with the Clearing Corporation, are working to develop a central clearing house for over-the-counter credit derivatives trades. How will this initiative work, and are there are any rival schemes in the pipeline?…
Deutsche in Japanese probe
LOSSES & LAWSUITS
Financial firms need to goback to basics
The concept of governance, risk and compliance has evolved in reaction to increasing regulatorycomplexity and change. But, as Ellen Davis points out, it’s complexity and change that threatenGRC initiatives at financial firms, and simplicity might be the…
Land of leather given £210,000 hiding for PPI abuse
LOSSES & LAWSUITS
Swiss Re loses $781 million on credit default swaps
LOSSES & LAWSUITS
UK's FSA clarifies TCF for wholesale firms
LOSSES & LAWSUITS