Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Gaining from complexity: MFMC models
The Masterclass series continues with a discussion of a general multifactor,multi-commodity model. By John Breslin, Les Clewlow, CalvinKwok and Chris Strickland
Dark markets
New CFTC commodity regulations will close the Enron Loophole withtrading controls of ‘dark market’ trading, reports Daven Voorhies
Legal Spotlight
Brian T Harvey explains the intricacies of the Bankruptcy Code and offers some strategies that could help creditors defend themselves against preference liability
Back to basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Quantifi founder and CEO Rohan Douglas explains how to take a bank to the brink of disaster - and back again
A call to arms
Covenants have been a cause of conflict between issuers and investors for as long as the bond market has been in existence. But now that appetite for lending has dipped, can investors use the crisis in credit to demand the best protection yet? Matthew…
Market Graphic - The Fed's firebreak
Banc of America Securities predicts the US Federal Bank's actions will lower the risk of further crises for investment banks, while also changing the regulatory landscape
RMBS investors sceptical over 'gold standard'
The creation of a gold standard for RMBS issues, as proposed by the UK government, could merely be another way of confirming the quality of the underlying assets and do little to help investors
Column - Max Bublitz
The huge expansion of credit did little for the US economy, so what can we expect next?
Credit risk: learning from the crunch
New business opportunities bring new risks. The market innovations that helped precipitate the credit crisis demonstrate that a complex new approach to risk management is required - and that means thinking beyond models based on derivatives and Basel II,…
Gloomy outlook forces credit analysts to jump ship
The credit market is losing the expertise of many leading analysts and strategists who are switching jobs in the worsening climate - at the very time when their research skills could be most needed
Talking Point - Regulation through the credit crisis
The role of the regulator has been highlighted by the ongoing turmoil in the credit market. What response can we expect from regulators in the months to come?