Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
The future for CDOs: An end to complexity?
12. The outlook
CDOs and the subprime mortgage market
7. Subprime mortgages
Summer 2007: When the music stopped
8. Credit crisis
Secure that data
Editor's blog
Looking to GRC
Editor's blog
Promising developments
Historically, cross-border mortgage lending has been a limited market with select players offering piecemeal loans to those looking for holiday homes. Now originators are assessing the potential of so-called emerging mortgage markets, where new ventures…
Credit crisis past its worst, claims Bank of England
Despite the optimism from the central bank's latest report, analysts believe it will still take some time before such confidence filters down into the mortgage-backed securities business
Returning heroes
GSEs
A bright future?
Mexico
Nationwide's mortgage cut-back adds fuel to fears of market slump
Market commentators "surprised" as lenders look to cut back on risky mortgage offerings
Get a fix on floating-rate risk
Commercial Property
Mortgage lenders to follow in HBOS and RBS footsteps
Rights issues are the flavour of the month, with mortgage lenders following some of the larger banks' example as they seek to boost long-term solvency ratios
Wider Libor-OIS spreads can offer cheaper MBS funding opportunities
UBS report reveals investors could be able to access attractive mortgage-backed securities funding
Buying power?
GSEs
Growing ambition
The appointment of Doug Naidus as global co-head of residential mortgage origination and trading at Deutsche Bank is a reflection of how much has changed since the bank bought MortgageIT last year. Here, he talks with Mortgage Risk about the firm's move…
Back to basics: non-determinant deposits
Liquidity and Deposits
Playing fair
Editor's blog
Talking Point
Emerging markets
Deutsche names Korean global markets head
Deutsche Bank has relocated Jeffrey Chung, its former Hong Kong-based co-head of equity sales in Asia, to Seoul as its new head of global markets for Korea, replacing MH Kim.
JP Morgan snares Goldman commodity head; ramps up Asia team
JP Morgan has hired Oral Dawe from rival Goldman Sachs as its chief executive of Asia-Pacific commodities. Dawe was previously co-head of commodities for Asia alongside Allan Marson at Goldman Sachs. Marson is now the sole head of commodities for the…